+115.2%
PCAR vs AMT
-15.7%
+130.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.2% |
| 7D | +4.9% | +1.5% | +3.4% | +4.7% |
| 30D | -1.4% | +6.8% | -8.2% | -2.3% |
| 3M | -18.1% | +11.2% | -29.3% | -19.4% |
| 6M | -4.0% | +12.5% | -16.5% | -5.9% |
| YTD | -1.5% | +12.5% | -14.0% | -3.6% |
| 1Y | +13.2% | +10.1% | +3.1% | +11.1% |
| 3Y | +35.8% | +16.0% | +19.8% | +28.1% |
| All | +115.2% | -15.7% | +130.9% | +110.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling