+166.6%
PM vs PCAR
+108.5%
+58.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.1% | -4.5% |
| 7D | -3.4% | +2.2% | -5.5% | -3.5% |
| 30D | +5.8% | -4.4% | +10.2% | +6.3% |
| 3M | +6.7% | -21.4% | +28.1% | +9.0% |
| 6M | +19.9% | -7.3% | +27.2% | +20.6% |
| YTD | +27.8% | -3.8% | +31.6% | +27.8% |
| 1Y | +39.4% | +6.3% | +33.1% | +37.8% |
| 3Y | +146.9% | +34.4% | +112.5% | +121.6% |
| 5Y | +166.6% | +109.2% | +57.4% | +101.1% |
| All | +166.6% | +108.5% | +58.1% | +101.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling