+3,449.8%
PFE vs PCAR
+12,836.9%
-9,387.0%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.6% |
| 7D | -0.2% | +2.2% | -2.4% | -0.7% |
| 30D | +8.7% | -4.4% | +13.1% | +9.8% |
| 3M | +15.8% | -21.4% | +37.2% | +22.4% |
| 6M | +16.8% | -7.3% | +24.2% | +18.4% |
| YTD | +26.2% | -3.8% | +30.0% | +26.3% |
| 1Y | +29.9% | +6.3% | +23.6% | +27.0% |
| 3Y | +15.9% | +34.4% | -18.5% | +5.7% |
| 5Y | -20.6% | +109.2% | -129.8% | -35.8% |
| 10Y | +65.4% | +312.9% | -247.5% | +11.1% |
| All | +3,449.8% | +12,836.9% | -9,387.0% | +904.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling