+115.2%
PCAR vs AEIS
+142.3%
-27.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +1.2% |
| 7D | +4.9% | +11.5% | -6.6% | +2.2% |
| 30D | -1.4% | -15.8% | +14.3% | +1.4% |
| 3M | -18.1% | -33.3% | +15.2% | -11.3% |
| 6M | -4.0% | -35.2% | +31.2% | +2.8% |
| YTD | -1.5% | +5.0% | -6.5% | -9.7% |
| 1Y | +13.2% | +8.5% | +4.7% | +2.6% |
| 3Y | +35.8% | +152.9% | -117.1% | -9.5% |
| All | +115.2% | +142.3% | -27.1% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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