+6.3%
PCAR vs RF
+21.0%
-14.7%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.1% | -2.2% |
| 7D | +0.1% | -0.9% | +1.0% | +0.6% |
| 30D | -4.6% | +6.0% | -10.6% | -7.8% |
| 3M | -22.6% | -8.9% | -13.7% | -18.4% |
| 6M | -12.0% | +2.3% | -14.3% | -13.4% |
| YTD | -6.1% | +7.6% | -13.7% | -12.3% |
| 1Y | +6.3% | +21.2% | -14.8% | -10.0% |
| All | +6.3% | +21.0% | -14.7% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling