+112.6%
PCAR vs CAPR
+151.3%
-38.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.9% | +9.8% | 0.0% |
| 7D | +3.5% | +7.6% | -4.2% | +3.4% |
| 30D | -2.3% | +13.3% | -15.6% | -2.5% |
| 3M | -19.3% | +130.4% | -149.7% | -20.4% |
| 6M | -7.1% | -70.8% | +63.7% | -6.6% |
| YTD | -2.8% | -69.3% | +66.5% | -2.4% |
| 1Y | +9.3% | +59.5% | -50.2% | +3.9% |
| 3Y | +33.5% | +216.8% | -183.3% | +17.5% |
| 5Y | +112.6% | +152.7% | -40.1% | +82.8% |
| All | +112.6% | +151.3% | -38.6% | +82.8% |
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