+18.2%
TER vs PCAR
+3.7%
+14.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +5.0% | +4.9% |
| 7D | -20.5% | +0.1% | -20.5% | -20.8% |
| 30D | -47.0% | -4.6% | -42.4% | -45.0% |
| 3M | -43.3% | -22.6% | -20.7% | -25.9% |
| 6M | -42.9% | -12.0% | -30.9% | -36.7% |
| YTD | +12.9% | -6.1% | +19.0% | +22.0% |
| 1Y | +18.2% | +6.3% | +11.8% | +21.3% |
| All | +18.2% | +3.7% | +14.5% | +21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling