+202.8%
TER vs PCAR
+168.1%
+34.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.3% | +5.4% |
| 7D | +0.6% | -0.5% | +1.1% | +1.0% |
| 30D | -8.3% | -6.2% | -2.0% | -3.2% |
| 3M | -12.2% | +5.9% | -18.1% | -16.0% |
| 6M | +17.1% | +0.4% | +16.7% | +17.7% |
| YTD | +84.7% | +14.8% | +69.8% | +68.2% |
| 1Y | +199.9% | +30.1% | +169.8% | +147.2% |
| 3Y | +232.8% | +66.7% | +166.1% | +119.9% |
| All | +202.8% | +168.1% | +34.8% | +32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling