+73.8%
PEP vs PCAR
+355.9%
-282.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | -1.4% | -0.5% | -0.9% | -1.3% |
| 30D | +0.2% | -6.2% | +6.5% | +1.8% |
| 3M | -1.1% | +5.9% | -7.0% | -2.8% |
| 6M | -13.5% | +0.4% | -13.9% | -14.0% |
| YTD | -1.2% | +14.8% | -16.0% | -5.2% |
| 1Y | -1.6% | +30.1% | -31.7% | -8.8% |
| 3Y | -12.5% | +66.7% | -79.2% | -26.2% |
| 5Y | +3.0% | +166.1% | -163.1% | -26.0% |
| All | +73.8% | +355.9% | -282.1% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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