+6.3%
PCAR vs AR
+8.4%
-2.1%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.5% |
| 7D | +0.1% | -14.3% | +14.3% | -1.3% |
| 30D | -4.6% | +1.4% | -6.0% | -4.6% |
| 3M | -22.6% | +3.4% | -26.0% | -22.2% |
| 6M | -12.0% | -2.1% | -9.9% | -11.7% |
| YTD | -6.1% | +4.7% | -10.8% | -7.2% |
| 1Y | +6.3% | +10.6% | -4.3% | +5.0% |
| All | +6.3% | +8.4% | -2.1% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling