+287.1%
PCAR vs AR
+57.4%
+229.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +4.9% | +7.4% | -2.4% | +4.2% |
| 30D | -1.4% | +5.8% | -7.2% | -2.1% |
| 3M | -18.1% | +5.2% | -23.3% | -18.7% |
| 6M | -4.0% | +5.4% | -9.5% | -5.0% |
| YTD | -1.5% | +12.4% | -13.9% | -3.5% |
| 1Y | +13.2% | +12.8% | +0.4% | +10.6% |
| 3Y | +35.8% | +47.2% | -11.4% | +26.9% |
| 5Y | +114.6% | +101.1% | +13.5% | +89.0% |
| All | +287.1% | +57.4% | +229.8% | +239.5% |
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