+763.1%
PM vs PCAR
+637.6%
+125.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.8% |
| 3M | +5.2% | +5.9% | -0.7% | +3.3% |
| 6M | +3.7% | +0.4% | +3.3% | +2.9% |
| YTD | +15.8% | +14.8% | +0.9% | +10.6% |
| 1Y | +17.4% | +30.1% | -12.7% | +8.0% |
| 3Y | +116.9% | +66.7% | +50.3% | +80.0% |
| 5Y | +117.3% | +166.1% | -48.8% | +54.7% |
| 10Y | +193.8% | +353.7% | -159.9% | +74.7% |
| All | +763.1% | +637.6% | +125.5% | +289.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling