+359.1%
PCAR vs A
+237.5%
+121.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -0.8% |
| 7D | 0.0% | -2.1% | +2.1% | +0.8% |
| 30D | -7.7% | +0.6% | -8.3% | -8.1% |
| 3M | +3.7% | +10.9% | -7.2% | -0.6% |
| 6M | +2.3% | +28.2% | -25.9% | -8.3% |
| YTD | +12.8% | +8.6% | +4.2% | +7.8% |
| 1Y | +27.8% | +15.5% | +12.2% | +18.7% |
| 3Y | +61.8% | +31.8% | +30.0% | +39.0% |
| 5Y | +168.2% | -14.9% | +183.1% | +170.7% |
| 10Y | +359.1% | +237.8% | +121.3% | +124.8% |
| All | +359.1% | +237.5% | +121.6% | +124.8% |
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