+722.8%
PCAR vs FIVE
+868.1%
-145.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.1% | -4.9% | -0.8% |
| 7D | -0.5% | +4.3% | -4.8% | -1.3% |
| 30D | -6.2% | +12.5% | -18.7% | -8.4% |
| 3M | +5.9% | +31.2% | -25.3% | +0.4% |
| 6M | +0.4% | +14.4% | -14.0% | -2.9% |
| YTD | +14.8% | +33.9% | -19.1% | +7.7% |
| 1Y | +30.1% | +65.1% | -34.9% | +17.0% |
| 3Y | +66.7% | +49.0% | +17.7% | +45.3% |
| 5Y | +166.1% | +30.3% | +135.8% | +131.1% |
| 10Y | +353.7% | +481.1% | -127.4% | +184.6% |
| All | +722.8% | +868.1% | -145.4% | +347.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling