+364.4%
PCAR vs M
-2.2%
+366.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.3% |
| 7D | -0.5% | +4.7% | -5.2% | -1.4% |
| 30D | -6.2% | -9.6% | +3.4% | -4.5% |
| 3M | +5.9% | +0.9% | +5.0% | +5.4% |
| 6M | +0.4% | +22.3% | -21.9% | -3.7% |
| YTD | +14.8% | +6.5% | +8.3% | +12.7% |
| 1Y | +30.1% | +38.8% | -8.7% | +21.3% |
| 3Y | +66.7% | +115.9% | -49.3% | +37.6% |
| 5Y | +166.1% | +28.6% | +137.5% | +128.5% |
| All | +364.4% | -2.2% | +366.6% | +249.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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