+285.9%
PCAR vs PBR
+576.8%
-290.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.2% | -1.9% |
| 7D | +2.1% | -3.7% | +5.8% | +2.7% |
| 30D | -1.2% | -29.0% | +27.8% | +4.6% |
| 3M | -18.6% | +4.9% | -23.5% | -19.9% |
| 6M | -5.1% | -8.4% | +3.3% | -4.6% |
| YTD | -1.8% | +59.4% | -61.1% | -11.7% |
| 1Y | +10.6% | +45.5% | -34.9% | +1.1% |
| 3Y | +34.9% | +67.4% | -32.5% | +18.3% |
| 5Y | +114.0% | +453.0% | -339.0% | +42.2% |
| All | +285.9% | +576.8% | -290.9% | +122.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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