+28.4%
PFE vs PCAR
+9.5%
+18.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | -0.7% | +3.8% | -4.5% | -1.2% |
| 30D | +5.3% | -2.0% | +7.3% | +5.6% |
| 3M | +10.1% | -19.1% | +29.2% | +13.0% |
| 6M | +18.0% | -6.8% | +24.8% | +18.0% |
| YTD | +25.8% | -2.5% | +28.3% | +20.6% |
| 1Y | +28.4% | +9.7% | +18.8% | +16.8% |
| All | +28.4% | +9.5% | +18.9% | +16.8% |
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