+159.5%
PCAR vs ACHR
-42.6%
+202.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -1.9% |
| 7D | 0.0% | +4.9% | -4.8% | -0.2% |
| 30D | -7.7% | +4.3% | -12.0% | -8.1% |
| 3M | +3.7% | +1.7% | +2.0% | +3.1% |
| 6M | +2.3% | -6.9% | +9.2% | +2.0% |
| YTD | +12.8% | -22.5% | +35.3% | +13.4% |
| 1Y | +27.8% | -31.5% | +59.2% | +28.8% |
| 3Y | +61.8% | -14.4% | +76.2% | +55.0% |
| 5Y | +168.2% | -41.6% | +209.8% | +148.1% |
| All | +159.5% | -42.6% | +202.1% | +143.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 ACHR 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