-76.5%
PATH vs PCAR
+111.6%
-188.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.0% | -1.2% | +0.8% |
| 7D | -4.8% | +3.7% | -8.4% | -6.6% |
| 30D | +2.7% | -2.9% | +5.6% | +4.1% |
| 3M | -4.2% | -21.7% | +17.5% | +8.6% |
| 6M | +24.7% | -6.6% | +31.4% | +27.2% |
| YTD | -17.6% | -2.2% | -15.3% | -20.5% |
| 1Y | -5.3% | +12.2% | -17.6% | -17.0% |
| 3Y | -22.0% | +36.5% | -58.5% | -44.6% |
| 5Y | -76.5% | +113.5% | -190.0% | -88.6% |
| All | -76.5% | +111.6% | -188.1% | -88.6% |
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