+109.2%
PCAR vs AMT
-18.8%
+128.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.1% | -1.5% |
| 7D | +2.2% | +4.4% | -2.2% | +1.6% |
| 30D | -4.4% | +17.7% | -22.1% | -6.6% |
| 3M | -21.4% | +16.7% | -38.1% | -23.2% |
| 6M | -7.3% | +11.1% | -18.5% | -9.0% |
| YTD | -3.8% | +13.9% | -17.7% | -6.0% |
| 1Y | +6.3% | +12.5% | -6.2% | +4.0% |
| 3Y | +34.4% | +13.2% | +21.2% | +27.8% |
| 5Y | +109.2% | -17.9% | +127.1% | +108.6% |
| All | +109.2% | -18.8% | +128.0% | +108.6% |
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