+1,594.6%
T vs PCAR
+12,836.9%
-11,242.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.5% | +0.3% |
| 7D | +4.3% | +2.2% | +2.1% | +3.7% |
| 30D | -9.7% | -4.4% | -5.3% | -8.6% |
| 3M | -4.3% | -21.4% | +17.1% | +1.5% |
| 6M | -13.7% | -7.3% | -6.3% | -12.3% |
| YTD | -8.0% | -3.8% | -4.2% | -7.8% |
| 1Y | -6.9% | +6.3% | -13.2% | -9.2% |
| 3Y | +59.7% | +34.4% | +25.3% | +44.1% |
| 5Y | +53.4% | +109.2% | -55.8% | +22.0% |
| 10Y | +58.2% | +312.9% | -254.7% | +4.4% |
| All | +1,594.6% | +12,836.9% | -11,242.2% | +396.0% |
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 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