+114.0%
PCAR vs AME
+79.2%
+34.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.2% | -2.0% |
| 7D | +2.1% | +8.1% | -6.0% | -2.8% |
| 30D | -1.2% | -3.8% | +2.6% | +0.5% |
| 3M | -18.6% | -6.6% | -12.0% | -15.7% |
| 6M | -5.1% | +4.6% | -9.6% | -8.9% |
| YTD | -1.8% | +17.9% | -19.7% | -13.0% |
| 1Y | +10.6% | +23.2% | -12.6% | -4.8% |
| 3Y | +34.9% | +62.9% | -28.0% | -5.4% |
| 5Y | +114.0% | +77.5% | +36.4% | +36.2% |
| All | +114.0% | +79.2% | +34.7% | +36.2% |
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