+164.2%
PCAR vs ACHR
-43.7%
+207.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.2% |
| 7D | -0.5% | -0.7% | +0.2% | -0.5% |
| 30D | -6.2% | +9.8% | -16.0% | -6.9% |
| 3M | +5.9% | -10.5% | +16.4% | +6.0% |
| 6M | +0.4% | -15.5% | +15.9% | +0.7% |
| YTD | +14.8% | -24.1% | +38.9% | +15.6% |
| 1Y | +30.1% | -32.4% | +62.5% | +31.3% |
| 3Y | +66.7% | -11.6% | +78.3% | +59.4% |
| 5Y | +166.1% | -42.9% | +209.0% | +146.5% |
| All | +164.2% | -43.7% | +207.9% | +148.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling