+106.6%
PCAR vs CAPR
+142.6%
-36.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.7% | -7.1% | -2.5% |
| 7D | +0.1% | +41.1% | -41.0% | -0.4% |
| 30D | -4.6% | +11.1% | -15.7% | -4.7% |
| 3M | -22.6% | +115.3% | -137.9% | -23.5% |
| 6M | -12.0% | -73.8% | +61.9% | -11.3% |
| YTD | -6.1% | -68.8% | +62.7% | -5.7% |
| 1Y | +6.3% | +43.3% | -37.0% | +1.5% |
| 3Y | +31.8% | +214.7% | -182.9% | +16.2% |
| All | +106.6% | +142.6% | -36.0% | +76.3% |
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 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