+533.4%
PCAR vs CAPR
-99.1%
+632.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +2.0% | -1.5% |
| 7D | +2.2% | +29.7% | -27.6% | +1.9% |
| 30D | -4.4% | +11.0% | -15.4% | -4.5% |
| 3M | -21.4% | +118.8% | -140.3% | -22.3% |
| 6M | -7.3% | -73.9% | +66.6% | -6.8% |
| YTD | -3.8% | -70.2% | +66.4% | -3.5% |
| 1Y | +6.3% | +38.3% | -32.0% | +2.6% |
| 3Y | +34.4% | +199.7% | -165.3% | +27.3% |
| 5Y | +109.2% | +130.6% | -21.3% | +97.6% |
| 10Y | +312.9% | -68.5% | +381.4% | +280.2% |
| All | +533.4% | -99.1% | +632.5% | +462.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling