+115.2%
PCAR vs ACI
-42.9%
+158.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | +4.9% | +2.3% | +2.7% | +4.6% |
| 30D | -1.4% | +1.2% | -2.7% | -1.6% |
| 3M | -18.1% | +6.8% | -24.9% | -18.9% |
| 6M | -4.0% | -18.7% | +14.7% | -2.0% |
| YTD | -1.5% | -20.2% | +18.8% | +0.5% |
| 1Y | +13.2% | -23.7% | +36.9% | +16.2% |
| 3Y | +35.8% | -31.6% | +67.4% | +40.7% |
| All | +115.2% | -42.9% | +158.2% | +124.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling