+995.4%
TER vs PCAR
+288.5%
+706.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.6% |
| 7D | +14.4% | +4.9% | +9.4% | +10.5% |
| 30D | -30.6% | -1.4% | -29.1% | -29.9% |
| 3M | -39.2% | -18.1% | -21.1% | -29.3% |
| 6M | -31.3% | -4.0% | -27.3% | -29.2% |
| YTD | +29.1% | -1.5% | +30.5% | +32.0% |
| 1Y | +47.4% | +13.2% | +34.2% | +35.6% |
| 3Y | +191.2% | +35.8% | +155.4% | +128.8% |
| 5Y | +74.0% | +114.6% | -40.6% | -4.8% |
| All | +995.4% | +288.5% | +706.9% | +313.3% |
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