+31.8%
PCAR vs ACM
-12.3%
+44.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | +0.1% | +5.4% | -5.3% | -1.7% |
| 30D | -4.6% | +15.1% | -19.7% | -9.0% |
| 3M | -22.6% | -10.5% | -12.1% | -19.9% |
| 6M | -12.0% | -19.7% | +7.7% | -5.4% |
| YTD | -6.1% | -28.8% | +22.7% | +5.0% |
| 1Y | +6.3% | -47.9% | +54.2% | +37.7% |
| 3Y | +31.8% | -12.4% | +44.2% | +27.7% |
| All | +31.8% | -12.3% | +44.1% | +27.7% |
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