+90.1%
PEP vs PCAR
+290.1%
-200.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.4% |
| 7D | +1.1% | +2.2% | -1.1% | +0.5% |
| 30D | +13.6% | +0.3% | +13.3% | +13.5% |
| 3M | +5.1% | -17.9% | +23.0% | +10.3% |
| 6M | -1.6% | -3.4% | +1.8% | -1.2% |
| YTD | +3.3% | -0.1% | +3.4% | +2.5% |
| 1Y | +3.2% | +13.4% | -10.2% | -1.1% |
| 3Y | -3.9% | +37.2% | -41.1% | -14.9% |
| 5Y | +4.0% | +117.3% | -113.3% | -21.6% |
| 10Y | +90.1% | +295.0% | -204.8% | +22.1% |
| All | +90.1% | +290.1% | -200.0% | +22.1% |
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