+146.0%
PM vs PCAR
+31.0%
+115.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.9% |
| 7D | -5.2% | +0.1% | -5.3% | -5.2% |
| 30D | +2.7% | -4.6% | +7.3% | +2.5% |
| 3M | +6.1% | -22.6% | +28.7% | +4.7% |
| 6M | +18.0% | -12.0% | +30.0% | +17.6% |
| YTD | +26.6% | -6.1% | +32.7% | +27.0% |
| 1Y | +36.7% | +6.3% | +30.4% | +38.6% |
| 3Y | +146.0% | +31.8% | +114.2% | +141.8% |
| All | +146.0% | +31.0% | +115.0% | +141.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling