+116.4%
PCAR vs AMT
-20.6%
+137.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.6% |
| 3M | -20.4% | +10.7% | -31.1% | -21.6% |
| 6M | -7.0% | +9.3% | -16.2% | -8.4% |
| YTD | -2.6% | +10.9% | -13.6% | -4.5% |
| 1Y | +9.8% | +10.5% | -0.8% | +7.7% |
| 3Y | +37.3% | +15.5% | +21.7% | +29.5% |
| 5Y | +116.4% | -20.6% | +137.0% | +117.2% |
| All | +116.4% | -20.6% | +137.0% | +117.2% |
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