+276.9%
PCAR vs RF
+248.4%
+28.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.2% |
| 7D | +3.5% | +0.3% | +3.1% | +3.4% |
| 30D | -2.3% | +6.2% | -8.5% | -4.6% |
| 3M | -19.3% | -7.8% | -11.5% | -16.7% |
| 6M | -7.1% | +5.9% | -13.0% | -9.3% |
| YTD | -2.8% | +9.0% | -11.8% | -6.3% |
| 1Y | +9.3% | +19.3% | -10.0% | +1.7% |
| 3Y | +33.5% | +116.4% | -82.9% | -2.5% |
| 5Y | +112.6% | +46.0% | +66.6% | +75.4% |
| 10Y | +276.9% | +239.8% | +37.1% | +117.6% |
| All | +276.9% | +248.4% | +28.6% | +117.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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