+367.9%
PCAR vs AEM
+349.9%
+18.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | -0.2% | +3.0% | -3.2% | -0.4% |
| 30D | -6.9% | +12.5% | -19.4% | -7.6% |
| 3M | +2.1% | +26.9% | -24.8% | +0.4% |
| 6M | +1.6% | -9.4% | +11.0% | +1.7% |
| YTD | +12.2% | +20.3% | -8.0% | +10.8% |
| 1Y | +28.0% | +33.8% | -5.7% | +25.7% |
| 3Y | +61.0% | +349.8% | -288.8% | +47.1% |
| 5Y | +163.9% | +301.0% | -137.1% | +140.2% |
| 10Y | +367.9% | +376.1% | -8.2% | +311.3% |
| All | +367.9% | +349.9% | +18.0% | +311.3% |
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