+95.5%
PEP vs PCAR
+288.5%
-193.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.2% |
| 7D | +2.9% | +4.9% | -2.0% | +1.6% |
| 30D | +12.5% | -1.4% | +13.9% | +12.8% |
| 3M | +4.5% | -18.1% | +22.7% | +9.8% |
| 6M | -0.5% | -4.0% | +3.5% | +0.1% |
| YTD | +4.4% | -1.5% | +5.9% | +3.9% |
| 1Y | +4.4% | +13.2% | -8.8% | 0.0% |
| 3Y | -3.4% | +35.8% | -39.2% | -14.2% |
| 5Y | +5.2% | +114.6% | -109.5% | -20.5% |
| All | +95.5% | +288.5% | -193.0% | +25.9% |
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