+241.0%
PCAR vs IR
+322.3%
-81.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.8% | -3.0% |
| 7D | +0.1% | +3.7% | -3.6% | -1.6% |
| 30D | -4.6% | +7.4% | -12.0% | -7.8% |
| 3M | -22.6% | -5.9% | -16.6% | -20.9% |
| 6M | -12.0% | +5.6% | -17.5% | -14.6% |
| YTD | -6.1% | +4.8% | -10.9% | -9.1% |
| 1Y | +6.3% | +6.9% | -0.6% | +2.0% |
| 3Y | +31.8% | +27.6% | +4.2% | +15.6% |
| 5Y | +104.2% | +45.8% | +58.4% | +66.2% |
| All | +241.0% | +322.3% | -81.3% | +88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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