+168.2%
PCAR vs AEM
+297.7%
-129.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.7% |
| 7D | 0.0% | +4.3% | -4.3% | -0.3% |
| 30D | -7.7% | +13.1% | -20.9% | -8.6% |
| 3M | +3.7% | +24.8% | -21.1% | +1.8% |
| 6M | +2.3% | -8.2% | +10.5% | +2.2% |
| YTD | +12.8% | +19.8% | -7.0% | +11.5% |
| 1Y | +27.8% | +32.1% | -4.3% | +25.7% |
| 3Y | +61.8% | +348.2% | -286.4% | +46.7% |
| 5Y | +168.2% | +297.5% | -129.3% | +141.2% |
| All | +168.2% | +297.7% | -129.5% | +141.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling