+70.4%
PCAR vs ACM
-21.7%
+92.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.3% |
| 7D | -0.5% | -3.7% | +3.2% | +0.8% |
| 30D | -6.2% | -11.1% | +4.9% | -2.6% |
| 3M | +5.9% | -8.0% | +13.9% | +8.4% |
| 6M | +0.4% | -29.7% | +30.1% | +14.1% |
| YTD | +14.8% | -29.4% | +44.2% | +29.1% |
| 1Y | +30.1% | -46.4% | +76.5% | +65.8% |
| All | +70.4% | -21.7% | +92.1% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 3y: compounded portfolio wealth divided by compounded ACM 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…
3y analysis · Full analysis span regression · 6 months rolling