+285.6%
PCAR vs ALL
+369.3%
-83.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -1.0% |
| 7D | +3.8% | -0.1% | +4.0% | +3.9% |
| 30D | -2.0% | +13.8% | -15.8% | -7.0% |
| 3M | -19.1% | -2.8% | -16.3% | -18.4% |
| 6M | -6.8% | +23.7% | -30.5% | -15.7% |
| YTD | -2.5% | +27.3% | -29.7% | -13.3% |
| 1Y | +9.7% | +30.5% | -20.9% | -3.7% |
| 3Y | +34.0% | +113.0% | -79.0% | -9.3% |
| 5Y | +113.3% | +157.6% | -44.2% | +26.6% |
| All | +285.6% | +369.3% | -83.6% | +76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 10y: compounded portfolio wealth divided by compounded ALL 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…
10y analysis · Full analysis span regression · 6 months rolling