+615.0%
F vs PCAR
+15,337.6%
-14,722.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +5.3% | -0.5% | +5.8% | +5.6% |
| 30D | +4.6% | -6.2% | +10.8% | +8.0% |
| 3M | -3.7% | +5.9% | -9.6% | -6.6% |
| 6M | +16.8% | +0.4% | +16.4% | +15.9% |
| YTD | +15.3% | +14.8% | +0.5% | +6.8% |
| 1Y | +31.0% | +30.1% | +0.9% | +13.7% |
| 3Y | +45.4% | +66.7% | -21.2% | +9.9% |
| 5Y | +54.7% | +166.1% | -111.5% | -6.4% |
| 10Y | +98.2% | +353.7% | -255.4% | -6.9% |
| All | +615.0% | +15,337.6% | -14,722.6% | -6.0% |
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