+407.5%
PCAR vs AMC
-98.1%
+505.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.2% | +0.1% |
| 7D | -0.5% | +2.3% | -2.8% | -0.6% |
| 30D | -6.2% | -0.7% | -5.5% | -6.2% |
| 3M | +5.9% | +35.2% | -29.3% | +4.8% |
| 6M | +0.4% | +124.6% | -124.2% | -2.1% |
| YTD | +14.8% | +69.9% | -55.0% | +12.6% |
| 1Y | +30.1% | -2.6% | +32.7% | +29.2% |
| 3Y | +66.7% | -79.8% | +146.4% | +68.6% |
| 5Y | +166.1% | -99.4% | +265.5% | +182.9% |
| 10Y | +353.7% | -98.9% | +452.6% | +383.2% |
| All | +407.5% | -98.1% | +505.6% | +378.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling