+172.3%
PCAR vs CAPR
+84.7%
+87.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | -0.5% | -2.0% | +1.5% | -0.5% |
| 30D | -6.2% | +139.2% | -145.4% | -7.4% |
| 3M | +5.9% | -66.4% | +72.3% | +6.4% |
| 6M | +0.4% | -63.1% | +63.5% | +0.7% |
| YTD | +14.8% | -67.4% | +82.3% | +15.3% |
| 1Y | +30.1% | +58.2% | -28.1% | +23.9% |
| 3Y | +66.7% | +42.2% | +24.4% | +52.0% |
| All | +172.3% | +84.7% | +87.6% | +136.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling