+32.6%
NET vs PCAR
+111.6%
-79.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.0% | -6.6% | -4.3% |
| 7D | -16.4% | +3.7% | -20.0% | -17.7% |
| 30D | -25.8% | -2.9% | -22.9% | -25.1% |
| 3M | -11.5% | -21.7% | +10.2% | -1.8% |
| 6M | +18.9% | -6.6% | +25.6% | +20.9% |
| YTD | +35.2% | -2.2% | +37.5% | +31.6% |
| 1Y | +14.5% | +12.2% | +2.2% | +2.8% |
| 3Y | +313.8% | +36.5% | +277.3% | +194.6% |
| 5Y | +32.6% | +113.5% | -81.0% | -33.5% |
| All | +32.6% | +111.6% | -79.0% | -33.5% |
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