+362.4%
PCAR vs AU
+699.0%
-336.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | -1.6% | -4.3% | +2.7% | -1.4% |
| 30D | -6.4% | +7.3% | -13.7% | -6.6% |
| 3M | +4.7% | +26.3% | -21.7% | +3.7% |
| 6M | +4.5% | +1.8% | +2.7% | +4.1% |
| YTD | +13.0% | +26.8% | -13.8% | +12.1% |
| 1Y | +23.6% | +66.7% | -43.1% | +22.0% |
| 3Y | +60.7% | +579.1% | -518.3% | +53.3% |
| 5Y | +164.5% | +689.3% | -524.8% | +149.1% |
| All | +362.4% | +699.0% | -336.5% | +347.8% |
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