+172.3%
PCAR vs AA
+10.5%
+161.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.5% |
| 7D | -0.5% | -0.7% | +0.2% | -0.4% |
| 30D | -6.2% | +5.0% | -11.2% | -7.1% |
| 3M | +5.9% | -35.8% | +41.7% | +12.8% |
| 6M | +0.4% | -18.4% | +18.8% | +2.5% |
| YTD | +14.8% | -5.5% | +20.3% | +14.0% |
| 1Y | +30.1% | +61.0% | -30.9% | +17.9% |
| 3Y | +66.7% | +66.2% | +0.4% | +45.5% |
| All | +172.3% | +10.5% | +161.8% | +135.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling