+12.2%
PCAR vs ACI
-18.4%
+30.7%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.5% | +0.5% | +3.8% |
| 7D | +3.7% | +4.5% | -0.8% | +3.4% |
| 30D | -2.9% | +20.9% | -23.8% | -3.9% |
| 3M | -21.7% | +15.2% | -37.0% | -22.2% |
| 6M | -6.6% | -13.3% | +6.7% | -6.7% |
| YTD | -2.2% | -16.2% | +13.9% | -2.9% |
| 1Y | +12.2% | -16.9% | +29.1% | +11.4% |
| All | +12.2% | -18.4% | +30.7% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling