+359.1%
PCAR vs AME
+421.6%
-62.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | 0.0% | +2.8% | -2.7% | -1.8% |
| 30D | -7.7% | -6.3% | -1.5% | -3.7% |
| 3M | +3.7% | +5.4% | -1.7% | -0.1% |
| 6M | +2.3% | +7.4% | -5.1% | -2.8% |
| YTD | +12.8% | +16.2% | -3.4% | +1.6% |
| 1Y | +27.8% | +26.8% | +0.9% | +8.1% |
| 3Y | +61.8% | +57.5% | +4.3% | +16.4% |
| 5Y | +168.2% | +84.8% | +83.4% | +70.8% |
| 10Y | +359.1% | +424.3% | -65.2% | +33.0% |
| All | +359.1% | +421.6% | -62.5% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded AME 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling