+293.0%
PCAR vs CAPR
-64.9%
+357.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.4% | -5.8% | +3.6% |
| 7D | +2.9% | +36.0% | -33.1% | +2.5% |
| 30D | -2.1% | +25.8% | -27.9% | -2.5% |
| 3M | -20.4% | +140.8% | -161.2% | -21.5% |
| 6M | -7.0% | -67.6% | +60.6% | -6.6% |
| YTD | -2.6% | -65.9% | +63.2% | -2.4% |
| 1Y | +9.8% | +66.1% | -56.3% | +4.6% |
| 3Y | +37.3% | +256.9% | -219.6% | +26.8% |
| 5Y | +116.4% | +172.1% | -55.7% | +99.3% |
| 10Y | +293.0% | -64.7% | +357.6% | +250.9% |
| All | +293.0% | -64.9% | +357.9% | +250.9% |
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