+218.5%
PCAR vs ACI
+25.9%
+192.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -0.5% | +0.2% | -0.7% | -0.5% |
| 30D | -6.2% | +5.9% | -12.1% | -6.8% |
| 3M | +5.9% | -19.8% | +25.7% | +7.9% |
| 6M | +0.4% | -24.7% | +25.1% | +2.9% |
| YTD | +14.8% | -24.4% | +39.2% | +17.5% |
| 1Y | +30.1% | -31.5% | +61.6% | +34.5% |
| 3Y | +66.7% | -38.7% | +105.3% | +73.8% |
| 5Y | +166.1% | -42.8% | +208.9% | +176.2% |
| All | +218.5% | +25.9% | +192.6% | +206.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling