+2,105.4%
FIX vs PCAR
+168.1%
+1,937.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.8% | +1.8% |
| 7D | +6.0% | -0.5% | +6.5% | +6.3% |
| 30D | -7.2% | -6.2% | -1.0% | -3.3% |
| 3M | -15.9% | +5.9% | -21.7% | -19.0% |
| 6M | +12.7% | +0.4% | +12.3% | +12.2% |
| YTD | +72.8% | +14.8% | +58.0% | +58.4% |
| 1Y | +122.9% | +30.1% | +92.8% | +88.6% |
| 3Y | +774.3% | +66.7% | +707.7% | +505.3% |
| All | +2,105.4% | +168.1% | +1,937.4% | +943.5% |
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