+292.4%
PCAR vs AU
+879.0%
-586.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.0% | +4.4% | +2.5% |
| 7D | +2.2% | +4.7% | -2.5% | +2.0% |
| 30D | +0.3% | -1.5% | +1.9% | +0.3% |
| 3M | -17.9% | -5.0% | -12.9% | -17.9% |
| 6M | -3.4% | -13.5% | +10.1% | -3.2% |
| YTD | -0.1% | +11.7% | -11.8% | -0.6% |
| 1Y | +13.4% | +21.3% | -7.9% | +12.7% |
| 3Y | +37.2% | +545.0% | -507.8% | +31.0% |
| 5Y | +117.3% | +412.0% | -294.6% | +105.9% |
| All | +292.4% | +879.0% | -586.6% | +276.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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