+24.9%
PCAR vs AHR
+357.7%
-332.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.4% |
| 7D | -0.2% | -4.3% | +4.1% | +0.1% |
| 30D | -6.9% | -3.1% | -3.8% | -6.7% |
| 3M | +2.1% | +15.7% | -13.6% | +0.8% |
| 6M | +1.6% | +4.1% | -2.5% | +1.1% |
| YTD | +12.2% | +15.4% | -3.2% | +11.0% |
| 1Y | +28.0% | +28.0% | +0.1% | +25.5% |
| All | +24.9% | +357.7% | -332.8% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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