+285.9%
PCAR vs FIVE
+505.3%
-219.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.2% | -1.4% |
| 7D | +2.1% | +2.4% | -0.4% | +1.6% |
| 30D | -1.2% | +15.8% | -17.0% | -4.0% |
| 3M | -18.6% | +3.8% | -22.4% | -19.4% |
| 6M | -5.1% | +18.5% | -23.6% | -9.0% |
| YTD | -1.8% | +31.2% | -33.0% | -8.0% |
| 1Y | +10.6% | +61.8% | -51.2% | -0.7% |
| 3Y | +34.9% | +39.9% | -5.0% | +18.4% |
| 5Y | +114.0% | +18.3% | +95.7% | +88.5% |
| All | +285.9% | +505.3% | -219.4% | +135.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling