+31.8%
PCAR vs ALL
+105.5%
-73.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.5% | +2.1% | -1.6% |
| 7D | +0.1% | -1.9% | +2.0% | +0.4% |
| 30D | -4.6% | +13.8% | -18.3% | -6.5% |
| 3M | -22.6% | -7.0% | -15.6% | -21.8% |
| 6M | -12.0% | +18.0% | -30.0% | -14.8% |
| YTD | -6.1% | +24.2% | -30.3% | -10.4% |
| 1Y | +6.3% | +31.2% | -24.9% | +0.2% |
| 3Y | +31.8% | +107.5% | -75.7% | +10.9% |
| All | +31.8% | +105.5% | -73.7% | +10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling