+172.3%
PCAR vs AMC
-99.4%
+271.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.2% | 0.0% |
| 7D | -0.5% | +2.3% | -2.8% | -0.6% |
| 30D | -6.2% | -0.7% | -5.5% | -6.3% |
| 3M | +5.9% | +35.2% | -29.3% | +4.2% |
| 6M | +0.4% | +124.6% | -124.2% | -3.5% |
| YTD | +14.8% | +69.9% | -55.0% | +11.4% |
| 1Y | +30.1% | -2.6% | +32.7% | +28.6% |
| 3Y | +66.7% | -79.8% | +146.4% | +71.3% |
| All | +172.3% | -99.4% | +271.7% | +216.0% |
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