-21.5%
PFE vs PCAR
+101.4%
-122.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.2% |
| 7D | -3.7% | +0.1% | -3.8% | -3.7% |
| 30D | +5.0% | -4.6% | +9.5% | +5.9% |
| 3M | +12.2% | -22.6% | +34.7% | +17.7% |
| 6M | +14.6% | -12.0% | +26.5% | +16.8% |
| YTD | +24.1% | -6.1% | +30.2% | +24.5% |
| 1Y | +26.6% | +6.3% | +20.2% | +23.6% |
| 3Y | +14.3% | +31.8% | -17.5% | +5.8% |
| All | -21.5% | +101.4% | -122.9% | -31.7% |
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