+272.5%
PM vs PCAR
+288.5%
-16.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | +0.5% | +4.9% | -4.4% | -0.6% |
| 30D | -3.2% | -1.4% | -1.8% | -3.0% |
| 3M | +6.2% | -18.1% | +24.4% | +11.2% |
| 6M | +7.7% | -4.0% | +11.7% | +8.2% |
| YTD | +27.3% | -1.5% | +28.7% | +26.4% |
| 1Y | +32.8% | +13.2% | +19.6% | +27.1% |
| 3Y | +150.0% | +35.8% | +114.2% | +115.9% |
| 5Y | +164.2% | +114.6% | +49.6% | +89.1% |
| All | +272.5% | +288.5% | -16.1% | +127.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling