+113.3%
PCAR vs IR
+46.1%
+67.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.8% |
| 7D | +3.8% | +1.5% | +2.3% | +3.0% |
| 30D | -2.0% | +9.0% | -11.0% | -6.5% |
| 3M | -19.1% | -0.9% | -18.2% | -19.1% |
| 6M | -6.8% | +13.4% | -20.2% | -13.3% |
| YTD | -2.5% | +8.5% | -10.9% | -8.0% |
| 1Y | +9.7% | +11.3% | -1.6% | +2.1% |
| 3Y | +34.0% | +26.0% | +8.0% | +13.5% |
| 5Y | +113.3% | +47.9% | +65.5% | +54.4% |
| All | +113.3% | +46.1% | +67.3% | +54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling