+12,304.7%
PCAR vs AA
+213.5%
+12,091.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.9% | -5.3% | -3.3% |
| 7D | +0.1% | +0.9% | -0.8% | -0.3% |
| 30D | -4.6% | -6.7% | +2.1% | -2.7% |
| 3M | -22.6% | -16.3% | -6.2% | -18.8% |
| 6M | -12.0% | -37.1% | +25.1% | -0.3% |
| YTD | -6.1% | -25.0% | +18.9% | -1.4% |
| 1Y | +6.3% | +8.6% | -2.3% | -1.5% |
| 3Y | +31.8% | +57.2% | -25.4% | -0.9% |
| 5Y | +104.2% | -13.0% | +117.2% | +64.6% |
| 10Y | +302.9% | +65.5% | +237.4% | +94.2% |
| All | +12,304.7% | +213.5% | +12,091.2% | +3,457.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling