+106.6%
PCAR vs AMC
-99.3%
+205.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.9% | -4.4% | -2.5% |
| 7D | +0.1% | +2.6% | -2.5% | 0.0% |
| 30D | -4.6% | +9.0% | -13.6% | -4.9% |
| 3M | -22.6% | +22.2% | -44.8% | -23.2% |
| 6M | -12.0% | +91.5% | -103.4% | -14.7% |
| YTD | -6.1% | +101.3% | -107.4% | -9.5% |
| 1Y | +6.3% | +20.8% | -14.4% | +4.3% |
| 3Y | +31.8% | -71.3% | +103.1% | +34.3% |
| All | +106.6% | -99.3% | +205.9% | +138.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling