+364.4%
PCAR vs PR
+109.1%
+255.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.3% |
| 7D | -0.5% | +2.9% | -3.4% | -0.7% |
| 30D | -6.2% | +18.0% | -24.3% | -7.4% |
| 3M | +5.9% | +16.9% | -11.0% | +4.5% |
| 6M | +0.4% | +28.2% | -27.8% | -1.8% |
| YTD | +14.8% | +69.3% | -54.5% | +9.9% |
| 1Y | +30.1% | +69.5% | -39.4% | +24.3% |
| 3Y | +66.7% | +81.7% | -15.0% | +57.5% |
| 5Y | +166.1% | +422.2% | -256.1% | +132.0% |
| All | +364.4% | +109.1% | +255.4% | +346.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling