+364.4%
PCAR vs AR
+52.0%
+312.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.2% |
| 7D | -0.5% | +2.5% | -3.0% | -0.8% |
| 30D | -6.2% | +14.8% | -21.0% | -7.6% |
| 3M | +5.9% | +6.2% | -0.3% | +5.0% |
| 6M | +0.4% | +4.3% | -3.9% | -0.6% |
| YTD | +14.8% | +14.4% | +0.5% | +12.4% |
| 1Y | +30.1% | +21.3% | +8.8% | +26.2% |
| 3Y | +66.7% | +39.8% | +26.8% | +56.5% |
| 5Y | +166.1% | +142.1% | +24.1% | +129.5% |
| All | +364.4% | +52.0% | +312.4% | +312.7% |
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