+253.5%
PCAR vs IR
+342.0%
-88.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.7% | -1.0% | +1.6% |
| 7D | +2.9% | +5.0% | -2.1% | +0.7% |
| 30D | -2.1% | +10.3% | -12.5% | -6.5% |
| 3M | -20.4% | -0.1% | -20.3% | -20.7% |
| 6M | -7.0% | +14.8% | -21.7% | -13.0% |
| YTD | -2.6% | +9.7% | -12.4% | -7.7% |
| 1Y | +9.8% | +12.2% | -2.4% | +3.1% |
| 3Y | +37.3% | +30.0% | +7.3% | +19.4% |
| 5Y | +116.4% | +46.8% | +69.6% | +75.4% |
| All | +253.5% | +342.0% | -88.5% | +92.0% |
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