+287.1%
PCAR vs Z
-16.5%
+303.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | -0.2% |
| 7D | +4.9% | +0.8% | +4.1% | +4.8% |
| 30D | -1.4% | +5.2% | -6.6% | -2.3% |
| 3M | -18.1% | -17.0% | -1.1% | -16.5% |
| 6M | -4.0% | -22.7% | +18.6% | -1.5% |
| YTD | -1.5% | -56.3% | +54.9% | +8.5% |
| 1Y | +13.2% | -57.7% | +70.8% | +25.0% |
| 3Y | +35.8% | -16.5% | +52.3% | +33.9% |
| 5Y | +114.6% | -53.4% | +168.0% | +120.6% |
| All | +287.1% | -16.5% | +303.6% | +224.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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