+3,459.3%
FIX vs PCAR
+306.0%
+3,153.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -1.6% | -10.0% | -10.5% |
| 7D | -27.2% | +2.2% | -29.4% | -28.7% |
| 30D | -46.9% | -4.4% | -42.5% | -45.7% |
| 3M | -44.4% | -21.4% | -23.0% | -34.9% |
| 6M | -50.9% | -7.3% | -43.6% | -48.9% |
| YTD | +3.5% | -3.8% | +7.3% | +5.1% |
| 1Y | -2.1% | +6.3% | -8.4% | -7.4% |
| 3Y | +418.7% | +34.4% | +384.4% | +299.2% |
| 5Y | +894.6% | +109.2% | +785.3% | +436.9% |
| All | +3,459.3% | +306.0% | +3,153.3% | +1,126.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling