+4,575.2%
PCAR vs PBR
+1,629.6%
+2,945.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | 0.0% |
| 7D | +4.9% | -1.0% | +6.0% | +5.2% |
| 30D | -1.4% | -29.3% | +27.9% | +7.2% |
| 3M | -18.1% | +5.5% | -23.7% | -20.2% |
| 6M | -4.0% | -2.9% | -1.1% | -4.8% |
| YTD | -1.5% | +61.5% | -62.9% | -15.3% |
| 1Y | +13.2% | +46.9% | -33.7% | -0.4% |
| 3Y | +35.8% | +66.4% | -30.6% | +13.2% |
| 5Y | +114.6% | +460.3% | -345.7% | +22.1% |
| 10Y | +289.6% | +564.6% | -275.1% | +74.9% |
| All | +4,575.2% | +1,629.6% | +2,945.6% | +1,274.2% |
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