+5,454.2%
PCAR vs A
+457.0%
+4,997.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | -0.5% | -1.9% | +1.4% | +0.1% |
| 30D | -6.2% | +6.9% | -13.1% | -8.3% |
| 3M | +5.9% | +9.2% | -3.3% | +2.7% |
| 6M | +0.4% | +25.7% | -25.3% | -7.6% |
| YTD | +14.8% | +11.5% | +3.3% | +9.6% |
| 1Y | +30.1% | +18.4% | +11.7% | +21.6% |
| 3Y | +66.7% | +26.6% | +40.0% | +50.1% |
| 5Y | +166.1% | -12.8% | +178.9% | +163.8% |
| 10Y | +353.7% | +247.2% | +106.5% | +186.0% |
| All | +5,454.2% | +457.0% | +4,997.2% | +2,277.1% |
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