+519.6%
F vs PCAR
+13,042.4%
-12,522.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.0% | -1.1% | +0.9% |
| 7D | +6.0% | +3.7% | +2.4% | +4.1% |
| 30D | +4.3% | -2.9% | +7.2% | +5.8% |
| 3M | -10.1% | -21.7% | +11.6% | +1.6% |
| 6M | +12.8% | -6.6% | +19.4% | +16.1% |
| YTD | -0.1% | -2.2% | +2.2% | +0.3% |
| 1Y | +3.7% | +12.2% | -8.6% | -3.1% |
| 3Y | +42.7% | +36.5% | +6.2% | +19.4% |
| 5Y | -11.0% | +113.5% | -124.6% | -39.9% |
| 10Y | +87.0% | +319.4% | -232.4% | -8.3% |
| All | +519.6% | +13,042.4% | -12,522.7% | -11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling