+287.1%
PCAR vs A
+302.9%
-15.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +4.9% | -0.5% | +5.4% | +5.1% |
| 30D | -1.4% | 0.0% | -1.4% | -1.5% |
| 3M | -18.1% | +16.7% | -34.8% | -23.2% |
| 6M | -4.0% | +54.8% | -58.8% | -19.9% |
| YTD | -1.5% | +28.8% | -30.3% | -12.0% |
| 1Y | +13.2% | +19.3% | -6.1% | +4.2% |
| 3Y | +35.8% | +65.5% | -29.7% | +6.9% |
| 5Y | +114.6% | +12.1% | +102.6% | +92.8% |
| All | +287.1% | +302.9% | -15.8% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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