+1,006.2%
TER vs PCAR
+291.3%
+714.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.1% |
| 7D | -8.9% | +3.5% | -12.4% | -11.3% |
| 30D | -39.1% | -2.3% | -36.8% | -38.1% |
| 3M | -32.8% | -19.3% | -13.4% | -21.1% |
| 6M | -31.7% | -7.1% | -24.6% | -28.0% |
| YTD | +26.9% | -2.8% | +29.7% | +31.1% |
| 1Y | +33.6% | +9.3% | +24.3% | +26.2% |
| 3Y | +181.5% | +33.5% | +148.0% | +124.0% |
| 5Y | +76.1% | +112.6% | -36.5% | -2.9% |
| 10Y | +1,006.2% | +276.9% | +729.3% | +329.7% |
| All | +1,006.2% | +291.3% | +714.9% | +329.7% |
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