+15,068.3%
PCAR vs AEM
+3,538.8%
+11,529.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.1% |
| 3M | +5.9% | +16.1% | -10.2% | +5.1% |
| 6M | +0.4% | -11.6% | +12.0% | +0.7% |
| YTD | +14.8% | +21.5% | -6.7% | +13.7% |
| 1Y | +30.1% | +39.2% | -9.1% | +28.0% |
| 3Y | +66.7% | +347.4% | -280.8% | +55.7% |
| 5Y | +166.1% | +290.1% | -124.0% | +148.6% |
| 10Y | +353.7% | +357.8% | -4.1% | +315.8% |
| All | +15,068.3% | +3,538.8% | +11,529.5% | +15,487.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling