+106.6%
PCAR vs AEM
+298.2%
-191.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.5% |
| 7D | +0.1% | +15.8% | -15.8% | -1.1% |
| 30D | -4.6% | +6.2% | -10.8% | -5.1% |
| 3M | -22.6% | +14.3% | -36.9% | -23.5% |
| 6M | -12.0% | +1.4% | -13.4% | -12.5% |
| YTD | -6.1% | +13.7% | -19.8% | -7.0% |
| 1Y | +6.3% | +21.3% | -15.0% | +5.1% |
| 3Y | +31.8% | +309.9% | -278.1% | +20.1% |
| All | +106.6% | +298.2% | -191.6% | +87.2% |
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