+948.1%
FIX vs PCAR
+101.4%
+846.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.4% | +7.9% | +6.9% |
| 7D | -17.5% | +0.1% | -17.5% | -17.9% |
| 30D | -41.6% | -4.6% | -37.0% | -40.4% |
| 3M | -40.6% | -22.6% | -18.0% | -30.9% |
| 6M | -49.4% | -12.0% | -37.4% | -45.9% |
| YTD | +9.2% | -6.1% | +15.3% | +12.6% |
| 1Y | +6.5% | +6.3% | +0.1% | +1.8% |
| 3Y | +448.7% | +31.8% | +416.9% | +340.5% |
| All | +948.1% | +101.4% | +846.7% | +500.4% |
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