+1,077.0%
TER vs PCAR
+290.1%
+786.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.4% | +5.9% | +6.4% |
| 7D | +5.9% | +2.2% | +3.7% | +4.6% |
| 30D | -30.8% | +0.3% | -31.1% | -31.1% |
| 3M | -29.9% | -17.9% | -12.0% | -18.8% |
| 6M | -27.5% | -3.4% | -24.0% | -25.7% |
| YTD | +37.5% | -0.1% | +37.6% | +39.1% |
| 1Y | +50.3% | +13.4% | +36.8% | +38.1% |
| 3Y | +204.9% | +37.2% | +167.7% | +137.7% |
| 5Y | +89.2% | +117.3% | -28.2% | +2.5% |
| 10Y | +1,077.0% | +295.0% | +782.0% | +339.0% |
| All | +1,077.0% | +290.1% | +786.8% | +339.0% |
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 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