+192.1%
PM vs PCAR
+355.9%
-163.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.1% | -2.0% |
| 7D | -4.9% | -0.5% | -4.4% | -4.8% |
| 30D | -3.4% | -6.2% | +2.8% | -2.0% |
| 3M | +5.2% | +5.9% | -0.7% | +3.5% |
| 6M | +3.7% | +0.4% | +3.3% | +3.1% |
| YTD | +15.8% | +14.8% | +0.9% | +11.1% |
| 1Y | +17.4% | +30.1% | -12.7% | +8.7% |
| 3Y | +116.9% | +66.7% | +50.3% | +77.8% |
| 5Y | +117.3% | +166.1% | -48.8% | +47.7% |
| All | +192.1% | +355.9% | -163.8% | +74.9% |
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