+109.2%
PCAR vs RF
+42.4%
+66.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.6% | -0.6% |
| 7D | +2.2% | -1.6% | +3.8% | +2.9% |
| 30D | -4.4% | +5.0% | -9.4% | -6.5% |
| 3M | -21.4% | -10.0% | -11.4% | -17.7% |
| 6M | -7.3% | +3.3% | -10.7% | -8.8% |
| YTD | -3.8% | +7.9% | -11.7% | -7.3% |
| 1Y | +6.3% | +21.2% | -15.0% | -2.6% |
| 3Y | +34.4% | +105.8% | -71.4% | -1.4% |
| 5Y | +109.2% | +43.7% | +65.5% | +72.7% |
| All | +109.2% | +42.4% | +66.8% | +72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling