+106.6%
PCAR vs ACWI
+54.8%
+51.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | +0.1% | -2.4% | +2.4% | +2.1% |
| 30D | -4.6% | -5.2% | +0.6% | -0.2% |
| 3M | -22.6% | -4.8% | -17.7% | -19.4% |
| 6M | -12.0% | -1.3% | -10.7% | -11.1% |
| YTD | -6.1% | +8.4% | -14.5% | -12.6% |
| 1Y | +6.3% | +11.0% | -4.7% | -3.0% |
| 3Y | +31.8% | +70.6% | -38.8% | -16.1% |
| All | +106.6% | +54.8% | +51.8% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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