+12,611.2%
PCAR vs D
+2,488.7%
+10,122.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +2.2% | +6.9% | -4.8% | -1.2% |
| 30D | -4.4% | +12.3% | -16.7% | -9.9% |
| 3M | -21.4% | +3.0% | -24.5% | -22.7% |
| 6M | -7.3% | +12.8% | -20.1% | -13.3% |
| YTD | -3.8% | +22.6% | -26.3% | -13.8% |
| 1Y | +6.3% | +21.7% | -15.4% | -4.7% |
| 3Y | +34.4% | +83.9% | -49.5% | -5.5% |
| 5Y | +109.2% | +14.0% | +95.3% | +84.6% |
| 10Y | +312.9% | +45.6% | +267.3% | +189.8% |
| All | +12,611.2% | +2,488.7% | +10,122.6% | +1,356.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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