+9.7%
PCAR vs ACI
-21.6%
+31.2%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | 0.0% |
| 7D | +3.8% | -0.6% | +4.4% | +3.9% |
| 30D | -2.0% | +9.5% | -11.5% | -2.4% |
| 3M | -19.1% | +10.1% | -29.2% | -19.4% |
| 6M | -6.8% | -15.4% | +8.6% | -6.7% |
| YTD | -2.5% | -19.5% | +17.1% | -3.1% |
| 1Y | +9.7% | -21.0% | +30.6% | +9.1% |
| All | +9.7% | -21.6% | +31.2% | +9.1% |
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