+106.6%
PCAR vs AA
-15.4%
+122.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.9% | -5.3% | -2.9% |
| 7D | +0.1% | +0.9% | -0.8% | -0.1% |
| 30D | -4.6% | -6.7% | +2.1% | -3.6% |
| 3M | -22.6% | -16.3% | -6.2% | -20.7% |
| 6M | -12.0% | -37.1% | +25.1% | -6.3% |
| YTD | -6.1% | -25.0% | +18.9% | -3.6% |
| 1Y | +6.3% | +8.6% | -2.3% | +2.7% |
| 3Y | +31.8% | +57.2% | -25.4% | +16.0% |
| All | +106.6% | -15.4% | +122.0% | +86.5% |
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 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