+9.3%
PCAR vs AA
+4.5%
+4.7%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.2% | +0.5% |
| 7D | +3.5% | +1.2% | +2.2% | +3.3% |
| 30D | -2.3% | -5.0% | +2.7% | -1.7% |
| 3M | -19.3% | -22.2% | +2.9% | -16.8% |
| 6M | -7.1% | -36.3% | +29.2% | -2.1% |
| YTD | -2.8% | -24.2% | +21.4% | -1.2% |
| 1Y | +9.3% | +3.9% | +5.4% | +4.6% |
| All | +9.3% | +4.5% | +4.7% | +4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling