+67.6%
PCAR vs AEM
+359.0%
-291.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.2% |
| 7D | -0.5% | -0.5% | 0.0% | -0.5% |
| 30D | -6.2% | +24.0% | -30.2% | -8.0% |
| 3M | +5.9% | +16.1% | -10.2% | +4.3% |
| 6M | +0.4% | -11.6% | +12.0% | 0.0% |
| YTD | +14.8% | +21.5% | -6.7% | +13.9% |
| 1Y | +30.1% | +39.2% | -9.1% | +29.1% |
| All | +67.6% | +359.0% | -291.4% | +50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling