+109.2%
PCAR vs PR
+225.6%
-116.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.9% | +3.3% | -0.8% |
| 7D | +2.2% | -16.5% | +18.7% | +4.8% |
| 30D | -4.4% | -4.5% | +0.1% | -4.0% |
| 3M | -21.4% | +8.5% | -30.0% | -22.8% |
| 6M | -7.3% | -3.3% | -4.0% | -7.5% |
| YTD | -3.8% | +55.7% | -59.5% | -12.1% |
| 1Y | +6.3% | +82.0% | -75.8% | -5.7% |
| 3Y | +34.4% | +62.5% | -28.1% | +19.8% |
| 5Y | +109.2% | +223.9% | -114.7% | +61.0% |
| All | +109.2% | +225.6% | -116.4% | +61.0% |
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