+4.7%
PEP vs PCAR
+168.1%
-163.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.3% |
| 3M | -1.1% | +5.9% | -7.0% | -2.3% |
| 6M | -13.5% | +0.4% | -13.9% | -13.8% |
| YTD | -1.2% | +14.8% | -16.0% | -4.1% |
| 1Y | -1.6% | +30.1% | -31.7% | -6.8% |
| 3Y | -12.5% | +66.7% | -79.2% | -23.2% |
| All | +4.7% | +168.1% | -163.3% | -21.3% |
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 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