+9,236.0%
PCAR vs M
+425.5%
+8,810.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.9% | +4.3% | +0.2% |
| 7D | +2.2% | -2.1% | +4.3% | +2.7% |
| 30D | -4.4% | +7.7% | -12.1% | -6.7% |
| 3M | -21.4% | -4.4% | -17.1% | -20.8% |
| 6M | -7.3% | +27.5% | -34.8% | -14.7% |
| YTD | -3.8% | +12.8% | -16.5% | -8.7% |
| 1Y | +6.3% | +20.7% | -14.4% | -1.4% |
| 3Y | +34.4% | +111.3% | -76.9% | -1.8% |
| 5Y | +109.2% | -6.3% | +115.5% | +78.8% |
| 10Y | +312.9% | +1.5% | +311.4% | +163.4% |
| All | +9,236.0% | +425.5% | +8,810.4% | +2,947.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling