+109.2%
PCAR vs FIVE
+15.3%
+93.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | -0.9% |
| 7D | +2.2% | -1.7% | +3.9% | +2.4% |
| 30D | -4.4% | +14.9% | -19.3% | -6.5% |
| 3M | -21.4% | +7.6% | -29.0% | -22.5% |
| 6M | -7.3% | +6.4% | -13.7% | -8.9% |
| YTD | -3.8% | +28.1% | -31.9% | -8.4% |
| 1Y | +6.3% | +54.7% | -48.4% | -1.9% |
| 3Y | +34.4% | +36.1% | -1.7% | +21.7% |
| 5Y | +109.2% | +14.9% | +94.3% | +85.5% |
| All | +109.2% | +15.3% | +93.9% | +85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling