+295.0%
PCAR vs AR
+58.9%
+236.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +2.3% |
| 7D | +2.2% | +2.1% | +0.1% | +2.0% |
| 30D | +0.3% | +4.5% | -4.2% | -0.3% |
| 3M | -17.9% | +1.0% | -18.9% | -18.2% |
| 6M | -3.4% | +4.4% | -7.8% | -4.3% |
| YTD | -0.1% | +10.9% | -11.0% | -2.1% |
| 1Y | +13.4% | +8.6% | +4.9% | +11.3% |
| 3Y | +37.2% | +48.5% | -11.3% | +28.0% |
| 5Y | +117.3% | +95.7% | +21.6% | +91.9% |
| 10Y | +295.0% | +55.5% | +239.5% | +244.5% |
| All | +295.0% | +58.9% | +236.0% | +244.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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