+37.3%
PCAR vs ACM
-7.9%
+45.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.2% | -1.5% | +1.9% |
| 7D | +2.9% | +6.9% | -4.0% | +0.6% |
| 30D | -2.1% | +19.1% | -21.2% | -7.8% |
| 3M | -20.4% | -6.9% | -13.4% | -18.7% |
| 6M | -7.0% | -12.0% | +5.1% | -3.4% |
| YTD | -2.6% | -25.1% | +22.5% | +6.9% |
| 1Y | +9.8% | -45.4% | +55.2% | +40.1% |
| 3Y | +37.3% | -6.9% | +44.2% | +30.3% |
| All | +37.3% | -7.9% | +45.1% | +30.3% |
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