+276.9%
PCAR vs AMT
+125.6%
+151.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | +3.5% | +1.6% | +1.8% | +3.1% |
| 30D | -2.3% | +4.5% | -6.7% | -3.2% |
| 3M | -19.3% | +13.8% | -33.1% | -21.7% |
| 6M | -7.1% | +10.0% | -17.2% | -9.5% |
| YTD | -2.8% | +11.8% | -14.5% | -5.9% |
| 1Y | +9.3% | +10.2% | -0.9% | +6.1% |
| 3Y | +33.5% | +15.1% | +18.4% | +24.9% |
| 5Y | +112.6% | -18.8% | +131.5% | +116.0% |
| 10Y | +276.9% | +133.7% | +143.3% | +224.5% |
| All | +276.9% | +125.6% | +151.4% | +224.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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