+589.5%
PCAR vs FIVE
+826.1%
-236.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | -0.8% |
| 7D | +2.2% | -1.7% | +3.9% | +2.5% |
| 30D | -4.4% | +14.9% | -19.3% | -6.9% |
| 3M | -21.4% | +7.6% | -29.0% | -22.7% |
| 6M | -7.3% | +6.4% | -13.7% | -9.2% |
| YTD | -3.8% | +28.1% | -31.9% | -9.2% |
| 1Y | +6.3% | +54.7% | -48.4% | -3.2% |
| 3Y | +34.4% | +36.1% | -1.7% | +19.2% |
| 5Y | +109.2% | +14.9% | +94.3% | +86.1% |
| 10Y | +312.9% | +578.8% | -266.0% | +153.6% |
| All | +589.5% | +826.1% | -236.7% | +277.0% |
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