+172.3%
PCAR vs AME
+82.5%
+89.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.4% | -0.9% |
| 7D | -0.5% | +0.6% | -1.1% | -0.9% |
| 30D | -6.2% | -6.7% | +0.5% | -1.9% |
| 3M | +5.9% | +4.1% | +1.8% | +2.9% |
| 6M | +0.4% | +1.6% | -1.2% | -0.9% |
| YTD | +14.8% | +16.1% | -1.3% | +3.7% |
| 1Y | +30.1% | +27.3% | +2.8% | +10.4% |
| 3Y | +66.7% | +50.9% | +15.8% | +24.4% |
| All | +172.3% | +82.5% | +89.8% | +71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling