+377.0%
PCAR vs PR
+172.8%
+204.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -1.9% |
| 7D | 0.0% | -0.6% | +0.6% | +0.1% |
| 30D | -7.7% | +17.4% | -25.1% | -8.9% |
| 3M | +3.7% | +21.8% | -18.1% | +2.0% |
| 6M | +2.3% | +27.6% | -25.3% | +0.1% |
| YTD | +12.8% | +71.4% | -58.6% | +7.9% |
| 1Y | +27.8% | +78.3% | -50.6% | +21.6% |
| 3Y | +61.8% | +85.5% | -23.7% | +52.8% |
| 5Y | +168.2% | +422.7% | -254.5% | +133.9% |
| 10Y | +359.1% | +87.1% | +272.0% | +336.1% |
| All | +377.0% | +172.8% | +204.2% | +348.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling