+436.1%
PCAR vs AR
-27.2%
+463.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.7% |
| 3M | +5.9% | +6.2% | -0.3% | +4.9% |
| 6M | +0.4% | +4.3% | -3.9% | -0.6% |
| YTD | +14.8% | +14.4% | +0.5% | +12.2% |
| 1Y | +30.1% | +21.3% | +8.8% | +25.9% |
| 3Y | +66.7% | +39.8% | +26.8% | +55.9% |
| 5Y | +166.1% | +142.1% | +24.1% | +126.6% |
| 10Y | +353.7% | +52.0% | +301.6% | +283.3% |
| All | +436.1% | -27.2% | +463.3% | +394.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling