+106.6%
PCAR vs A
+15.4%
+91.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -2.9% |
| 7D | +0.1% | -0.1% | +0.1% | +0.1% |
| 30D | -4.6% | +3.4% | -7.9% | -5.6% |
| 3M | -22.6% | +23.8% | -46.4% | -27.7% |
| 6M | -12.0% | +49.0% | -61.0% | -22.8% |
| YTD | -6.1% | +29.4% | -35.5% | -14.1% |
| 1Y | +6.3% | +19.4% | -13.1% | -0.1% |
| 3Y | +31.8% | +66.2% | -34.4% | +9.9% |
| All | +106.6% | +15.4% | +91.3% | +78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling