+317.0%
PCAR vs IR
+288.5%
+28.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.4% |
| 7D | -0.5% | -2.8% | +2.3% | +0.7% |
| 30D | -6.2% | -15.1% | +8.9% | +0.7% |
| 3M | +5.9% | +6.1% | -0.2% | +3.0% |
| 6M | +0.4% | -16.8% | +17.2% | +8.2% |
| YTD | +14.8% | -3.5% | +18.4% | +15.7% |
| 1Y | +30.1% | -3.5% | +33.6% | +30.9% |
| 3Y | +66.7% | +9.5% | +57.2% | +56.5% |
| 5Y | +166.1% | +45.1% | +121.0% | +118.7% |
| All | +317.0% | +288.5% | +28.4% | +140.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling