+106.6%
PCAR vs AEIS
+109.5%
-2.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.1% | -8.5% | -3.8% |
| 7D | +0.1% | -11.3% | +11.3% | +2.1% |
| 30D | -4.6% | -32.6% | +28.0% | +3.7% |
| 3M | -22.6% | -39.2% | +16.6% | -14.3% |
| 6M | -12.0% | -45.4% | +33.4% | -1.5% |
| YTD | -6.1% | -5.8% | -0.3% | -11.6% |
| 1Y | +6.3% | -10.0% | +16.3% | +1.2% |
| 3Y | +31.8% | +121.2% | -89.4% | -9.2% |
| All | +106.6% | +109.5% | -2.9% | +38.3% |
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