+37.7%
PCAR vs AUR
+151.4%
-113.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.3% |
| 7D | +2.2% | +12.7% | -10.6% | +1.2% |
| 30D | +0.3% | -18.7% | +19.1% | +1.8% |
| 3M | -17.9% | -33.8% | +15.9% | -15.5% |
| 6M | -3.4% | -36.6% | +33.2% | -0.6% |
| YTD | -0.1% | +19.8% | -19.9% | -3.1% |
| 1Y | +13.4% | +8.0% | +5.4% | +10.8% |
| All | +37.7% | +151.4% | -113.7% | +14.4% |
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