+5,347.8%
PCAR vs PBR
+1,797.5%
+3,550.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.6% |
| 7D | -0.5% | +8.6% | -9.1% | -2.7% |
| 30D | -6.2% | +12.8% | -19.0% | -9.3% |
| 3M | +5.9% | +14.7% | -8.8% | +1.6% |
| 6M | +0.4% | +25.2% | -24.8% | -6.6% |
| YTD | +14.8% | +77.1% | -62.3% | -2.8% |
| 1Y | +30.1% | +69.6% | -39.5% | +11.0% |
| 3Y | +66.6% | +95.6% | -28.9% | +34.1% |
| 5Y | +166.1% | +501.8% | -335.6% | +49.2% |
| 10Y | +353.7% | +640.6% | -286.9% | +97.8% |
| All | +5,347.8% | +1,797.5% | +3,550.3% | +1,477.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling