+12,879.6%
PCAR vs AEIS
+2,566.8%
+10,312.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.3% | -0.3% |
| 7D | -0.5% | +3.0% | -3.5% | -1.1% |
| 30D | -6.2% | -14.6% | +8.4% | -3.5% |
| 3M | +5.9% | -12.4% | +18.3% | +7.1% |
| 6M | +0.4% | -15.0% | +15.4% | +1.5% |
| YTD | +14.8% | +34.3% | -19.5% | +5.7% |
| 1Y | +30.1% | +87.4% | -57.3% | +11.6% |
| 3Y | +66.7% | +139.8% | -73.1% | +33.4% |
| 5Y | +166.1% | +220.7% | -54.6% | +98.4% |
| 10Y | +353.7% | +531.6% | -177.9% | +178.5% |
| All | +12,879.6% | +2,566.8% | +10,312.7% | +5,321.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling