+3,653.2%
FIX vs PCAR
+296.2%
+3,356.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.4% | +7.9% | +7.1% |
| 7D | -17.5% | +0.1% | -17.5% | -18.0% |
| 30D | -41.6% | -4.6% | -37.0% | -40.2% |
| 3M | -40.6% | -22.6% | -18.0% | -29.8% |
| 6M | -49.4% | -12.0% | -37.4% | -45.5% |
| YTD | +9.2% | -6.1% | +15.3% | +12.6% |
| 1Y | +6.5% | +6.3% | +0.1% | +0.5% |
| 3Y | +448.7% | +31.8% | +416.9% | +327.3% |
| 5Y | +948.7% | +104.2% | +844.6% | +475.0% |
| All | +3,653.2% | +296.2% | +3,356.9% | +1,213.7% |
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 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