-20.7%
PFE vs PCAR
+168.1%
-188.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | +1.8% | -0.5% | +2.3% | +1.8% |
| 30D | +10.2% | -6.2% | +16.5% | +11.6% |
| 3M | +12.7% | +5.9% | +6.8% | +11.1% |
| 6M | +10.5% | +0.4% | +10.1% | +10.0% |
| YTD | +20.2% | +14.8% | +5.3% | +16.0% |
| 1Y | +24.1% | +30.1% | -6.0% | +16.4% |
| 3Y | -3.6% | +66.7% | -70.2% | -14.8% |
| All | -20.7% | +168.1% | -188.8% | -35.7% |
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