-18.8%
PATH vs PCAR
+36.4%
-55.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.0% | -1.2% | +1.5% |
| 7D | -4.8% | +3.7% | -8.4% | -6.0% |
| 30D | +2.7% | -2.9% | +5.6% | +3.6% |
| 3M | -4.2% | -21.7% | +17.5% | +4.1% |
| 6M | +24.7% | -6.6% | +31.4% | +26.5% |
| YTD | -17.6% | -2.2% | -15.3% | -20.2% |
| 1Y | -5.3% | +12.2% | -17.6% | -15.3% |
| All | -18.8% | +36.4% | -55.1% | -55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling