+238.5%
TER vs PCAR
+66.6%
+172.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.3% | +5.4% |
| 7D | +0.6% | -0.5% | +1.1% | +1.1% |
| 30D | -8.3% | -6.2% | -2.0% | -3.1% |
| 3M | -12.2% | +5.9% | -18.1% | -16.2% |
| 6M | +17.1% | +0.4% | +16.7% | +17.2% |
| YTD | +84.7% | +14.8% | +69.8% | +68.2% |
| 1Y | +199.9% | +30.1% | +169.8% | +148.5% |
| All | +238.5% | +66.6% | +172.0% | +119.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling