+148.4%
PM vs PCAR
+34.2%
+114.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.1% | -4.7% |
| 7D | -3.4% | +2.2% | -5.5% | -3.3% |
| 30D | +5.8% | -4.4% | +10.2% | +5.6% |
| 3M | +6.7% | -21.4% | +28.1% | +5.3% |
| 6M | +19.9% | -7.3% | +27.2% | +19.8% |
| YTD | +27.8% | -3.8% | +31.6% | +28.4% |
| 1Y | +39.4% | +6.3% | +33.1% | +41.1% |
| All | +148.4% | +34.2% | +114.1% | +144.4% |
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