+545.4%
PCAR vs ACWI
+330.1%
+215.3%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.8% | +2.3% | +2.7% |
| 7D | +2.2% | -4.0% | +6.2% | +6.8% |
| 30D | -4.4% | -5.8% | +1.4% | +2.0% |
| 3M | -21.4% | -5.0% | -16.4% | -17.1% |
| 6M | -7.3% | +0.7% | -8.0% | -8.3% |
| YTD | -3.8% | +8.4% | -12.2% | -12.5% |
| 1Y | +6.3% | +10.1% | -3.8% | -5.0% |
| 3Y | +34.4% | +70.8% | -36.4% | -27.0% |
| 5Y | +109.2% | +55.4% | +53.8% | +24.6% |
| 10Y | +312.9% | +223.3% | +89.6% | +0.6% |
| All | +545.4% | +330.1% | +215.3% | +12.7% |
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