+293.0%
PCAR vs AMT
+116.9%
+176.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.7% |
| 7D | +2.9% | +0.4% | +2.5% | +2.9% |
| 30D | -2.1% | +3.7% | -5.8% | -2.9% |
| 3M | -20.4% | +10.7% | -31.1% | -22.2% |
| 6M | -7.0% | +9.3% | -16.2% | -9.2% |
| YTD | -2.6% | +10.9% | -13.6% | -5.6% |
| 1Y | +9.8% | +10.5% | -0.8% | +6.5% |
| 3Y | +37.3% | +15.5% | +21.7% | +28.3% |
| 5Y | +116.4% | -20.6% | +137.0% | +121.0% |
| 10Y | +293.0% | +124.5% | +168.4% | +255.1% |
| All | +293.0% | +116.9% | +176.1% | +255.1% |
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