+1,449.6%
NET vs PCAR
+234.8%
+1,214.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.1% | -2.0% |
| 7D | -7.0% | -0.5% | -6.5% | -6.8% |
| 30D | -4.8% | -6.2% | +1.4% | -2.8% |
| 3M | +3.8% | +5.9% | -2.1% | +1.6% |
| 6M | +50.0% | +0.4% | +49.6% | +48.7% |
| YTD | +41.5% | +14.8% | +26.7% | +32.7% |
| 1Y | +32.8% | +30.1% | +2.7% | +18.3% |
| 3Y | +335.9% | +66.7% | +269.2% | +243.5% |
| 5Y | +113.8% | +166.1% | -52.3% | +45.8% |
| All | +1,449.6% | +234.8% | +1,214.8% | +935.1% |
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 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