-7.3%
PCAR vs P
+26.4%
-33.8%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -16.4% | +14.8% | -1.4% |
| 7D | +2.2% | -31.9% | +34.1% | +2.6% |
| 30D | -4.4% | -36.5% | +32.1% | -3.8% |
| 3M | -21.4% | +11.6% | -33.0% | -23.1% |
| 6M | -7.3% | +25.2% | -32.5% | -10.1% |
| All | -7.3% | +26.4% | -33.8% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 6mo: compounded portfolio wealth divided by compounded P 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…
6mo analysis · Full analysis span regression · 6 months rolling