+670.2%
PCAR vs ACWI
+356.8%
+313.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.5% | +0.5% | -1.0% | -1.0% |
| 30D | -6.2% | +0.9% | -7.1% | -7.1% |
| 3M | +5.9% | +2.4% | +3.5% | +3.1% |
| 6M | +0.4% | +12.4% | -12.0% | -11.9% |
| YTD | +14.8% | +15.2% | -0.3% | -2.0% |
| 1Y | +30.1% | +22.7% | +7.4% | +3.4% |
| 3Y | +66.7% | +75.8% | -9.1% | -12.0% |
| 5Y | +166.1% | +67.7% | +98.4% | +45.9% |
| 10Y | +353.7% | +229.0% | +124.7% | +9.2% |
| All | +670.2% | +356.8% | +313.4% | +26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling