+287.1%
PCAR vs AMC
-98.8%
+385.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.4% |
| 7D | +4.9% | +3.5% | +1.4% | +4.9% |
| 30D | -1.4% | +12.5% | -13.9% | -1.7% |
| 3M | -18.1% | +23.6% | -41.7% | -18.6% |
| 6M | -4.0% | +144.4% | -148.4% | -6.2% |
| YTD | -1.5% | +108.3% | -109.8% | -3.6% |
| 1Y | +13.2% | +38.9% | -25.7% | +11.6% |
| 3Y | +35.8% | -58.9% | +94.7% | +35.6% |
| 5Y | +114.6% | -99.2% | +213.8% | +124.4% |
| All | +287.1% | -98.8% | +385.9% | +285.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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