+4,612.3%
PCAR vs AU
+668.9%
+3,943.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.7% | +0.7% |
| 7D | +3.8% | +15.3% | -11.5% | +2.5% |
| 30D | -2.0% | -0.3% | -1.6% | -2.0% |
| 3M | -19.1% | -2.9% | -16.2% | -19.1% |
| 6M | -6.8% | -10.7% | +3.9% | -6.4% |
| YTD | -2.5% | +14.0% | -16.4% | -4.5% |
| 1Y | +9.7% | +32.5% | -22.9% | +5.9% |
| 3Y | +34.0% | +557.9% | -524.0% | +10.1% |
| 5Y | +113.3% | +441.0% | -327.7% | +74.5% |
| 10Y | +278.2% | +816.9% | -538.7% | +174.8% |
| All | +4,612.3% | +668.9% | +3,943.4% | +3,319.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling