+12.7%
FIX vs PCAR
+0.7%
+12.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.8% | +1.8% |
| 7D | +6.0% | -0.5% | +6.5% | +6.5% |
| 30D | -7.2% | -6.2% | -1.0% | -2.0% |
| 3M | -15.9% | +5.9% | -21.7% | -21.4% |
| 6M | +12.7% | +0.4% | +12.3% | +14.5% |
| All | +12.7% | +0.7% | +12.1% | +14.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling