+4,617.8%
PCAR vs A
+557.8%
+4,060.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.6% |
| 7D | +3.8% | +1.4% | +2.4% | +3.4% |
| 30D | -2.0% | +4.3% | -6.3% | -3.4% |
| 3M | -19.1% | +19.8% | -38.9% | -23.9% |
| 6M | -6.8% | +54.4% | -61.2% | -19.8% |
| YTD | -2.5% | +31.7% | -34.2% | -12.0% |
| 1Y | +9.7% | +22.4% | -12.8% | +1.3% |
| 3Y | +34.0% | +67.7% | -33.7% | +10.2% |
| 5Y | +113.3% | +15.7% | +97.6% | +92.8% |
| 10Y | +278.2% | +308.7% | -30.5% | +125.6% |
| All | +4,617.8% | +557.8% | +4,060.0% | +1,808.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling