+701.3%
PCAR vs AMCR
+106.4%
+594.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -0.5% | -1.9% | +1.4% | 0.0% |
| 30D | -6.2% | -4.1% | -2.1% | -5.1% |
| 3M | +5.9% | +21.7% | -15.8% | -0.5% |
| 6M | +0.4% | +1.5% | -1.1% | -0.6% |
| YTD | +14.8% | +13.1% | +1.7% | +9.7% |
| 1Y | +30.1% | +16.5% | +13.6% | +23.1% |
| 3Y | +66.7% | +10.3% | +56.4% | +59.3% |
| 5Y | +166.1% | -7.7% | +173.8% | +165.7% |
| 10Y | +353.7% | +24.6% | +329.0% | +310.1% |
| All | +701.3% | +106.4% | +594.9% | +623.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling