+59.6%
PCAR vs AUR
+86.2%
-26.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | -0.2% | +11.1% | -11.3% | -1.1% |
| 30D | -6.9% | -6.9% | 0.0% | -6.5% |
| 3M | +2.1% | +5.5% | -3.4% | +1.4% |
| 6M | +1.6% | +41.0% | -39.4% | -2.3% |
| YTD | +12.2% | +69.3% | -57.0% | +6.1% |
| 1Y | +28.0% | +14.0% | +14.0% | +24.6% |
| All | +59.6% | +86.2% | -26.6% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 3y: compounded portfolio wealth divided by compounded AUR 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…
3y analysis · Full analysis span regression · 6 months rolling