+293.0%
PCAR vs AA
+64.5%
+228.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.8% | -2.1% | +2.6% |
| 7D | +2.9% | +4.8% | -1.9% | +2.0% |
| 30D | -2.1% | -0.6% | -1.5% | -2.1% |
| 3M | -20.4% | -16.3% | -4.1% | -18.0% |
| 6M | -7.0% | -33.4% | +26.4% | -0.6% |
| YTD | -2.6% | -20.7% | +18.0% | -0.5% |
| 1Y | +9.8% | +12.9% | -3.2% | +4.3% |
| 3Y | +37.3% | +75.7% | -38.5% | +14.1% |
| 5Y | +116.4% | -6.8% | +123.2% | +89.8% |
| 10Y | +293.0% | +53.6% | +239.3% | +148.9% |
| All | +293.0% | +64.5% | +228.5% | +148.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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