+18.5%
PCAR vs AMRZ
-15.6%
+34.0%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.4% | +3.0% |
| 7D | +2.9% | -1.1% | +4.0% | +3.2% |
| 30D | -2.1% | +18.3% | -20.4% | -7.0% |
| 3M | -20.4% | -8.0% | -12.4% | -18.6% |
| 6M | -7.0% | -18.7% | +11.7% | -1.9% |
| YTD | -2.6% | -19.8% | +17.2% | +2.6% |
| 1Y | +9.8% | -12.3% | +22.1% | +12.5% |
| All | +18.5% | -15.6% | +34.0% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 10y: compounded portfolio wealth divided by compounded AMRZ 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…
10y analysis · Full analysis span regression · 6 months rolling