+3.3%
PEP vs PCAR
+106.4%
-103.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.5% |
| 7D | +6.7% | +2.2% | +4.5% | +6.3% |
| 30D | +13.5% | -4.4% | +17.9% | +14.4% |
| 3M | +3.9% | -21.4% | +25.4% | +8.3% |
| 6M | -6.0% | -7.3% | +1.3% | -5.0% |
| YTD | +2.5% | -3.8% | +6.2% | +2.6% |
| 1Y | +3.9% | +6.3% | -2.3% | +2.1% |
| 3Y | -4.7% | +34.4% | -39.0% | -12.9% |
| All | +3.3% | +106.4% | -103.1% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling