+7,433.0%
FIX vs PCAR
+4,251.0%
+3,182.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -1.6% | -10.0% | -10.9% |
| 7D | -27.2% | +2.2% | -29.4% | -28.2% |
| 30D | -46.9% | -4.4% | -42.5% | -46.1% |
| 3M | -44.4% | -21.4% | -23.0% | -38.3% |
| 6M | -50.9% | -7.3% | -43.6% | -49.5% |
| YTD | +3.5% | -3.8% | +7.3% | +5.0% |
| 1Y | -2.1% | +6.3% | -8.4% | -5.2% |
| 3Y | +418.7% | +34.4% | +384.4% | +346.9% |
| 5Y | +894.6% | +109.2% | +785.3% | +599.7% |
| 10Y | +3,465.5% | +312.9% | +3,152.6% | +1,805.4% |
| All | +7,433.0% | +4,251.0% | +3,182.1% | +1,913.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling