+106.6%
PCAR vs Z
-55.4%
+162.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | 0.0% | -2.1% |
| 7D | +0.1% | -4.6% | +4.6% | +0.6% |
| 30D | -4.6% | +8.3% | -12.9% | -5.9% |
| 3M | -22.6% | -11.6% | -11.0% | -21.6% |
| 6M | -12.0% | -33.6% | +21.7% | -7.5% |
| YTD | -6.1% | -56.7% | +50.6% | +4.4% |
| 1Y | +6.3% | -59.1% | +65.5% | +19.1% |
| 3Y | +31.8% | -20.4% | +52.2% | +30.7% |
| All | +106.6% | -55.4% | +162.0% | +110.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling