+15,068.3%
PCAR vs RF
+1,537.4%
+13,530.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -0.5% | +1.3% | -1.8% | -1.0% |
| 30D | -6.2% | -3.6% | -2.6% | -5.1% |
| 3M | +5.9% | +8.1% | -2.2% | +3.1% |
| 6M | +0.4% | +11.5% | -11.1% | -3.2% |
| YTD | +14.8% | +15.6% | -0.7% | +9.2% |
| 1Y | +30.1% | +15.7% | +14.4% | +23.6% |
| 3Y | +66.7% | +86.9% | -20.2% | +33.2% |
| 5Y | +166.1% | +89.8% | +76.3% | +107.7% |
| 10Y | +353.7% | +344.7% | +9.0% | +149.9% |
| All | +15,068.3% | +1,537.4% | +13,530.9% | +3,258.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling