+285.9%
PCAR vs CAPR
-63.2%
+349.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -8.7% | +7.1% | -1.6% |
| 7D | +2.1% | +19.1% | -17.0% | +1.8% |
| 30D | -1.2% | +48.8% | -50.0% | -1.8% |
| 3M | -18.6% | +144.4% | -163.0% | -19.8% |
| 6M | -5.1% | -67.5% | +62.4% | -4.7% |
| YTD | -1.8% | -64.5% | +62.8% | -1.6% |
| 1Y | +10.6% | +74.4% | -63.8% | +5.3% |
| 3Y | +34.9% | +265.7% | -230.8% | +24.6% |
| 5Y | +114.0% | +196.0% | -82.0% | +96.7% |
| All | +285.9% | -63.2% | +349.1% | +244.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling