+35.0%
PCAR vs AR
+20.9%
+14.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | -1.4% |
| 7D | +2.2% | -11.7% | +13.9% | +2.9% |
| 30D | -4.4% | +1.8% | -6.3% | -4.7% |
| 3M | -21.4% | +6.0% | -27.4% | -21.9% |
| 6M | -7.3% | -7.0% | -0.3% | -7.0% |
| YTD | -3.8% | +5.6% | -9.3% | -5.4% |
| 1Y | +6.3% | +10.8% | -4.5% | +3.7% |
| All | +35.0% | +20.9% | +14.1% | +26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling