+3,941.7%
PCAR vs AMT
+1,311.4%
+2,630.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.2% | +0.4% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | -6.2% | +4.6% | -10.9% | -7.1% |
| 3M | +5.9% | -8.4% | +14.3% | +7.4% |
| 6M | +0.4% | -6.0% | +6.4% | +1.2% |
| YTD | +14.8% | +2.1% | +12.7% | +13.7% |
| 1Y | +30.1% | -6.4% | +36.5% | +30.9% |
| 3Y | +66.7% | +8.1% | +58.6% | +60.6% |
| 5Y | +166.1% | -31.9% | +198.1% | +177.8% |
| 10Y | +353.7% | +97.1% | +256.6% | +278.8% |
| All | +3,941.7% | +1,311.4% | +2,630.3% | +2,105.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling