+113.3%
PCAR vs ACM
+4.8%
+108.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | -0.1% |
| 7D | +3.8% | +6.6% | -2.8% | +1.2% |
| 30D | -2.0% | +19.8% | -21.7% | -8.9% |
| 3M | -19.1% | -3.1% | -15.9% | -18.6% |
| 6M | -6.8% | -11.5% | +4.7% | -3.1% |
| YTD | -2.5% | -24.7% | +22.2% | +8.0% |
| 1Y | +9.7% | -45.1% | +54.7% | +41.5% |
| 3Y | +34.0% | -8.9% | +42.8% | +30.1% |
| 5Y | +113.3% | +5.4% | +107.9% | +89.7% |
| All | +113.3% | +4.8% | +108.5% | +89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling