+285.9%
PCAR vs AA
+44.7%
+241.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.2% | -1.4% |
| 7D | +2.1% | +5.3% | -3.2% | +1.1% |
| 30D | -1.2% | -2.3% | +1.1% | -0.9% |
| 3M | -18.6% | -20.8% | +2.2% | -15.2% |
| 6M | -5.1% | -39.8% | +34.7% | +3.4% |
| YTD | -1.8% | -23.3% | +21.5% | +1.0% |
| 1Y | +10.6% | +1.8% | +8.8% | +7.3% |
| 3Y | +34.9% | +69.5% | -34.6% | +13.0% |
| 5Y | +114.0% | -18.0% | +131.9% | +93.1% |
| All | +285.9% | +44.7% | +241.2% | +148.1% |
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