+126.7%
PCAR vs ACHR
-60.3%
+187.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.9% | +7.2% | +0.7% |
| 7D | +4.9% | -9.2% | +14.2% | +5.5% |
| 30D | -1.4% | -1.0% | -0.4% | -1.5% |
| 3M | -18.1% | -42.2% | +24.0% | -15.7% |
| 6M | -4.0% | -38.2% | +34.2% | -2.1% |
| YTD | -1.5% | -46.4% | +44.9% | +1.0% |
| 1Y | +13.2% | -49.4% | +62.6% | +16.3% |
| 3Y | +35.8% | -22.5% | +58.3% | +31.0% |
| 5Y | +114.6% | -29.8% | +144.4% | +99.2% |
| All | +126.7% | -60.3% | +187.0% | +116.8% |
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