+12,760.8%
PCAR vs AEM
+3,469.0%
+9,291.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.8% | -1.1% | +3.5% |
| 7D | +2.9% | +17.8% | -14.9% | +2.2% |
| 30D | -2.1% | +6.2% | -8.4% | -2.4% |
| 3M | -20.4% | +12.5% | -32.9% | -20.8% |
| 6M | -7.0% | +4.4% | -11.4% | -7.3% |
| YTD | -2.6% | +19.2% | -21.9% | -3.6% |
| 1Y | +9.8% | +25.5% | -15.7% | +8.4% |
| 3Y | +37.3% | +346.4% | -309.2% | +28.2% |
| 5Y | +116.4% | +305.7% | -189.2% | +101.8% |
| 10Y | +293.0% | +375.9% | -83.0% | +259.7% |
| All | +12,760.8% | +3,469.0% | +9,291.8% | +13,118.1% |
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 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