+172.3%
PCAR vs PR
+433.6%
-261.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.4% |
| 7D | -0.5% | +2.9% | -3.4% | -1.0% |
| 30D | -6.2% | +18.0% | -24.3% | -8.7% |
| 3M | +5.9% | +16.9% | -11.0% | +3.0% |
| 6M | +0.4% | +28.2% | -27.8% | -4.4% |
| YTD | +14.8% | +69.3% | -54.5% | +4.0% |
| 1Y | +30.1% | +69.5% | -39.4% | +17.5% |
| 3Y | +66.7% | +81.7% | -15.0% | +46.6% |
| All | +172.3% | +433.6% | -261.3% | +93.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling