+163.9%
PCAR vs AU
+688.4%
-524.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.2% | -0.5% |
| 7D | -0.2% | +0.6% | -0.9% | -0.2% |
| 30D | -6.9% | +12.3% | -19.2% | -7.5% |
| 3M | +2.1% | +29.4% | -27.3% | +0.6% |
| 6M | +1.6% | +3.2% | -1.6% | +0.8% |
| YTD | +12.2% | +31.8% | -19.6% | +10.7% |
| 1Y | +28.0% | +83.4% | -55.4% | +25.5% |
| 3Y | +61.0% | +623.1% | -562.1% | +49.4% |
| 5Y | +163.9% | +700.5% | -536.6% | +133.3% |
| All | +163.9% | +688.4% | -524.5% | +133.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling