+106.6%
PCAR vs ACI
-43.3%
+150.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.4% | +1.0% | -2.0% |
| 7D | +0.1% | -2.2% | +2.3% | +0.4% |
| 30D | -4.6% | +10.3% | -14.9% | -5.8% |
| 3M | -22.6% | +7.2% | -29.8% | -23.3% |
| 6M | -12.0% | -18.0% | +6.0% | -10.3% |
| YTD | -6.1% | -22.0% | +15.9% | -3.9% |
| 1Y | +6.3% | -23.4% | +29.7% | +9.0% |
| 3Y | +31.8% | -35.8% | +67.6% | +38.0% |
| All | +106.6% | -43.3% | +150.0% | +112.8% |
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