+12.2%
PCAR vs PR
+87.5%
-75.2%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -6.5% | +10.6% | +3.3% |
| 7D | +3.7% | -12.1% | +15.8% | +2.4% |
| 30D | -2.9% | +0.9% | -3.8% | -3.0% |
| 3M | -21.7% | +10.1% | -31.8% | -20.6% |
| 6M | -6.6% | +1.1% | -7.8% | -5.5% |
| YTD | -2.2% | +63.7% | -65.9% | -0.8% |
| 1Y | +12.2% | +87.0% | -74.8% | +21.6% |
| All | +12.2% | +87.5% | -75.2% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1y: compounded portfolio wealth divided by compounded PR 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…
1y analysis · Full analysis span regression · 6 months rolling