+578.4%
PCAR vs AMCR
+106.6%
+471.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +3.5% | -3.8% | +7.2% | +4.7% |
| 30D | -2.3% | +8.3% | -10.6% | -4.8% |
| 3M | -19.3% | -2.7% | -16.6% | -18.8% |
| 6M | -7.1% | +16.7% | -23.8% | -11.7% |
| YTD | -2.8% | +13.2% | -16.0% | -7.2% |
| 1Y | +9.3% | +13.7% | -4.4% | +4.1% |
| 3Y | +33.5% | +17.4% | +16.1% | +25.3% |
| 5Y | +112.6% | -5.9% | +118.6% | +111.2% |
| 10Y | +276.9% | +22.4% | +254.5% | +240.1% |
| All | +578.4% | +106.6% | +471.8% | +511.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling