-4.8%
PEP vs PCAR
+36.1%
-40.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | -0.1% |
| 7D | +1.0% | +2.9% | -1.9% | +0.6% |
| 30D | +12.6% | -2.1% | +14.8% | +12.9% |
| 3M | +3.1% | -20.4% | +23.5% | +6.2% |
| 6M | -6.3% | -7.0% | +0.7% | -5.5% |
| YTD | +1.9% | -2.6% | +4.5% | +1.9% |
| 1Y | +3.3% | +9.8% | -6.5% | +1.6% |
| 3Y | -4.8% | +37.3% | -42.1% | -10.3% |
| All | -4.8% | +36.1% | -40.9% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling