+117.4%
PM vs PCAR
+168.1%
-50.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.8% |
| 3M | +5.2% | +5.9% | -0.7% | +4.5% |
| 6M | +3.7% | +0.4% | +3.3% | +3.6% |
| YTD | +15.8% | +14.8% | +0.9% | +13.8% |
| 1Y | +17.4% | +30.1% | -12.7% | +13.5% |
| 3Y | +116.9% | +66.7% | +50.3% | +88.1% |
| All | +117.4% | +168.1% | -50.7% | +52.9% |
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 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