+115.2%
PCAR vs M
-3.3%
+118.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | 0.0% |
| 7D | +4.9% | +7.0% | -2.1% | +3.5% |
| 30D | -1.4% | +8.9% | -10.3% | -3.2% |
| 3M | -18.1% | +4.5% | -22.6% | -19.1% |
| 6M | -4.0% | +36.2% | -40.2% | -10.4% |
| YTD | -1.5% | +15.1% | -16.6% | -5.2% |
| 1Y | +13.2% | +27.4% | -14.3% | +6.6% |
| 3Y | +35.8% | +160.1% | -124.4% | +6.7% |
| All | +115.2% | -3.3% | +118.5% | +88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling