+57.6%
T vs PCAR
+118.9%
-61.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -1.0% | +1.1% |
| 7D | +2.0% | +2.2% | -0.2% | +1.6% |
| 30D | -1.0% | +0.3% | -1.4% | -1.1% |
| 3M | -8.1% | -17.9% | +9.8% | -5.5% |
| 6M | -8.3% | -3.4% | -4.9% | -7.9% |
| YTD | -6.1% | -0.1% | -6.0% | -6.6% |
| 1Y | -7.4% | +13.4% | -20.8% | -9.8% |
| 3Y | +65.4% | +37.2% | +28.2% | +51.8% |
| 5Y | +57.6% | +117.3% | -59.7% | +23.5% |
| All | +57.6% | +118.9% | -61.2% | +23.5% |
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