+163.9%
PCAR vs AUR
-34.3%
+198.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | -0.2% | +11.1% | -11.3% | -0.9% |
| 30D | -6.9% | -6.9% | 0.0% | -6.5% |
| 3M | +2.1% | +5.5% | -3.4% | +1.5% |
| 6M | +1.6% | +41.0% | -39.4% | -1.4% |
| YTD | +12.2% | +69.3% | -57.0% | +7.5% |
| 1Y | +28.0% | +14.0% | +14.0% | +25.4% |
| 3Y | +61.0% | +90.1% | -29.1% | +46.9% |
| 5Y | +163.9% | -34.4% | +198.3% | +123.5% |
| All | +163.9% | -34.3% | +198.2% | +123.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling