+37.3%
PCAR vs AMRZ
-17.3%
+54.6%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.5% | -0.5% |
| 7D | 0.0% | -2.0% | +2.0% | +0.6% |
| 30D | -7.7% | -9.8% | +2.1% | -4.9% |
| 3M | +3.7% | -17.2% | +20.9% | +9.2% |
| 6M | +2.3% | -26.9% | +29.2% | +11.0% |
| YTD | +12.8% | -21.5% | +34.3% | +19.8% |
| 1Y | +27.8% | -22.9% | +50.6% | +36.0% |
| All | +37.3% | -17.3% | +54.6% | +42.8% |
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