+67.7%
T vs PCAR
+168.1%
-100.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.0% |
| 7D | -1.3% | -0.5% | -0.8% | -1.2% |
| 30D | +11.4% | -6.2% | +17.6% | +12.4% |
| 3M | +14.3% | +5.9% | +8.4% | +13.2% |
| 6M | -9.3% | +0.4% | -9.7% | -9.5% |
| YTD | +7.1% | +14.8% | -7.7% | +4.3% |
| 1Y | -9.1% | +30.1% | -39.2% | -13.5% |
| 3Y | +105.3% | +66.7% | +38.7% | +80.8% |
| All | +67.7% | +168.1% | -100.4% | +21.9% |
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