+294.0%
PCAR vs A
+319.7%
-25.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -3.1% |
| 7D | +0.1% | -0.1% | +0.1% | 0.0% |
| 30D | -4.6% | +3.4% | -7.9% | -5.9% |
| 3M | -22.6% | +23.8% | -46.4% | -29.0% |
| 6M | -12.0% | +49.0% | -61.0% | -25.5% |
| YTD | -6.1% | +29.4% | -35.5% | -16.3% |
| 1Y | +6.3% | +19.4% | -13.1% | -2.1% |
| 3Y | +31.8% | +66.2% | -34.4% | +3.4% |
| 5Y | +104.2% | +15.8% | +88.4% | +80.5% |
| All | +294.0% | +319.7% | -25.8% | +81.0% |
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