+1,872.1%
T vs PCAR
+15,337.6%
-13,465.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.1% |
| 3M | +14.3% | +5.9% | +8.4% | +12.4% |
| 6M | -9.3% | +0.4% | -9.7% | -9.9% |
| YTD | +7.1% | +14.8% | -7.7% | +2.7% |
| 1Y | -9.1% | +30.1% | -39.2% | -15.8% |
| 3Y | +105.3% | +66.7% | +38.7% | +75.3% |
| 5Y | +66.8% | +166.1% | -99.3% | +24.8% |
| 10Y | +66.8% | +353.7% | -286.9% | +7.4% |
| All | +1,872.1% | +15,337.6% | -13,465.4% | +452.4% |
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