+367.9%
PCAR vs AEE
+186.8%
+181.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -0.2% | +1.1% | -1.3% | -0.5% |
| 30D | -6.9% | 0.0% | -6.9% | -6.9% |
| 3M | +2.1% | -0.9% | +3.0% | +2.2% |
| 6M | +1.6% | -2.4% | +4.0% | +2.1% |
| YTD | +12.2% | +8.6% | +3.6% | +9.2% |
| 1Y | +28.0% | +10.2% | +17.9% | +23.9% |
| 3Y | +61.0% | +47.8% | +13.1% | +41.4% |
| 5Y | +163.9% | +40.1% | +123.8% | +134.0% |
| 10Y | +367.9% | +195.0% | +172.9% | +299.8% |
| All | +367.9% | +186.8% | +181.1% | +299.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 10y: compounded portfolio wealth divided by compounded AEE 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…
10y analysis · Full analysis span regression · 6 months rolling