+35.0%
PCAR vs AMC
-72.0%
+107.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -12.5% | +10.9% | -1.2% |
| 7D | +2.2% | 0.0% | +2.2% | +2.2% |
| 30D | -4.4% | +4.4% | -8.8% | -4.5% |
| 3M | -21.4% | +15.4% | -36.8% | -21.8% |
| 6M | -7.3% | +93.7% | -101.0% | -9.7% |
| YTD | -3.8% | +97.4% | -101.2% | -6.6% |
| 1Y | +6.3% | +23.2% | -16.9% | +4.4% |
| All | +35.0% | -72.0% | +107.0% | +44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling