+1,001.8%
TER vs PCAR
+326.7%
+675.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +3.7% | +9.1% | +9.9% |
| 7D | -5.8% | +2.9% | -8.7% | -7.8% |
| 30D | -38.9% | -2.1% | -36.8% | -38.1% |
| 3M | -35.1% | -20.4% | -14.8% | -23.1% |
| 6M | -31.6% | -7.0% | -24.6% | -27.9% |
| YTD | +27.2% | -2.6% | +29.9% | +31.2% |
| 1Y | +35.2% | +9.8% | +25.4% | +27.3% |
| 3Y | +192.8% | +37.3% | +155.5% | +128.6% |
| 5Y | +72.4% | +116.4% | -44.0% | -5.9% |
| 10Y | +1,001.8% | +293.0% | +708.9% | +338.2% |
| All | +1,001.8% | +326.7% | +675.2% | +338.2% |
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