+35.4%
PCAR vs AME
+63.5%
-28.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.2% | -2.0% |
| 7D | +2.1% | +8.1% | -6.0% | -2.4% |
| 30D | -1.2% | -3.8% | +2.6% | +0.4% |
| 3M | -18.6% | -6.6% | -12.0% | -15.8% |
| 6M | -5.1% | +4.6% | -9.6% | -8.8% |
| YTD | -1.8% | +17.9% | -19.7% | -12.4% |
| 1Y | +10.6% | +23.2% | -12.6% | -3.9% |
| All | +35.4% | +63.5% | -28.1% | +0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling