+886.2%
TER vs PCAR
+296.2%
+589.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +5.0% | +4.4% |
| 7D | -20.5% | +0.1% | -20.5% | -20.7% |
| 30D | -47.0% | -4.6% | -42.4% | -45.4% |
| 3M | -43.3% | -22.6% | -20.7% | -31.5% |
| 6M | -42.9% | -12.0% | -30.9% | -37.3% |
| YTD | +12.9% | -6.1% | +19.0% | +19.4% |
| 1Y | +18.2% | +6.3% | +11.8% | +13.8% |
| 3Y | +151.8% | +31.8% | +120.0% | +102.5% |
| 5Y | +54.2% | +104.2% | -50.0% | -12.1% |
| All | +886.2% | +296.2% | +589.9% | +312.9% |
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