+285.9%
PCAR vs AEM
+412.4%
-126.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | -1.4% |
| 7D | +2.1% | -5.6% | +7.7% | +2.5% |
| 30D | -1.2% | -3.9% | +2.7% | -1.0% |
| 3M | -18.6% | -3.4% | -15.2% | -18.6% |
| 6M | -5.1% | -9.0% | +4.0% | -4.9% |
| YTD | -1.8% | +5.9% | -7.7% | -2.3% |
| 1Y | +10.6% | +4.0% | +6.7% | +10.0% |
| 3Y | +34.9% | +298.8% | -263.9% | +23.5% |
| 5Y | +114.0% | +250.7% | -136.7% | +95.2% |
| All | +285.9% | +412.4% | -126.5% | +239.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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