+172.3%
PCAR vs M
+27.3%
+145.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.4% |
| 3M | +5.9% | +0.9% | +5.0% | +5.5% |
| 6M | +0.4% | +22.3% | -21.9% | -3.8% |
| YTD | +14.8% | +6.5% | +8.3% | +12.6% |
| 1Y | +30.1% | +38.8% | -8.7% | +21.4% |
| 3Y | +66.7% | +115.9% | -49.3% | +37.7% |
| All | +172.3% | +27.3% | +145.0% | +140.0% |
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