+55.5%
T vs PCAR
+296.2%
-240.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.2% |
| 7D | +1.0% | +0.1% | +1.0% | +1.0% |
| 30D | -10.6% | -4.6% | -6.0% | -9.3% |
| 3M | -7.7% | -22.6% | +14.8% | -0.8% |
| 6M | -13.3% | -12.0% | -1.3% | -10.5% |
| YTD | -8.8% | -6.1% | -2.7% | -8.1% |
| 1Y | -8.4% | +6.3% | -14.7% | -11.4% |
| 3Y | +59.6% | +31.8% | +27.9% | +38.8% |
| 5Y | +52.1% | +104.2% | -52.1% | +8.7% |
| All | +55.5% | +296.2% | -240.7% | -8.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling