-11.4%
F vs PCAR
+108.5%
-119.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.1% |
| 7D | +1.4% | +2.2% | -0.8% | -0.1% |
| 30D | +2.0% | -4.4% | +6.4% | +5.1% |
| 3M | -10.4% | -21.4% | +11.1% | +5.2% |
| 6M | +9.7% | -7.3% | +17.0% | +14.3% |
| YTD | -1.2% | -3.8% | +2.6% | -0.5% |
| 1Y | 0.0% | +6.3% | -6.3% | -6.4% |
| 3Y | +41.1% | +34.4% | +6.7% | +2.3% |
| 5Y | -11.4% | +109.2% | -120.6% | -59.4% |
| All | -11.4% | +108.5% | -119.9% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PCAR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling