+276.9%
PCAR vs AA
+45.1%
+231.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.2% | +0.7% |
| 7D | +3.5% | +1.2% | +2.2% | +3.2% |
| 30D | -2.3% | -5.0% | +2.7% | -1.5% |
| 3M | -19.3% | -22.2% | +2.9% | -15.8% |
| 6M | -7.1% | -36.3% | +29.2% | 0.0% |
| YTD | -2.8% | -24.2% | +21.4% | +0.1% |
| 1Y | +9.3% | +3.9% | +5.4% | +5.6% |
| 3Y | +33.5% | +67.6% | -34.1% | +12.0% |
| 5Y | +112.6% | -8.8% | +121.5% | +87.1% |
| 10Y | +276.9% | +45.0% | +232.0% | +142.5% |
| All | +276.9% | +45.1% | +231.9% | +142.5% |
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