+172.3%
PCAR vs ACM
+5.0%
+167.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.3% |
| 7D | -0.5% | -3.7% | +3.2% | +1.0% |
| 30D | -6.2% | -11.1% | +4.9% | -2.2% |
| 3M | +5.9% | -8.0% | +13.9% | +8.7% |
| 6M | +0.4% | -29.7% | +30.1% | +15.4% |
| YTD | +14.8% | -29.4% | +44.2% | +30.6% |
| 1Y | +30.1% | -46.4% | +76.5% | +67.8% |
| 3Y | +66.7% | -22.3% | +89.0% | +75.3% |
| All | +172.3% | +5.0% | +167.3% | +146.8% |
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