+35.6%
PFE vs PCAR
+12.4%
+23.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.0% | -1.4% | +2.1% |
| 7D | +4.6% | +3.7% | +0.9% | +4.0% |
| 30D | +12.3% | -2.9% | +15.3% | +12.7% |
| 3M | +21.2% | -21.7% | +42.9% | +24.8% |
| 6M | +21.1% | -6.6% | +27.7% | +21.0% |
| YTD | +30.0% | -2.2% | +32.3% | +25.6% |
| 1Y | +35.6% | +12.2% | +23.4% | +25.2% |
| All | +35.6% | +12.4% | +23.2% | +25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling