+50.4%
TER vs PCAR
+108.5%
-58.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -1.6% | -13.7% | -14.0% |
| 7D | -28.2% | +2.2% | -30.3% | -29.5% |
| 30D | -50.6% | -4.4% | -46.2% | -49.0% |
| 3M | -45.3% | -21.4% | -23.9% | -34.1% |
| 6M | -40.4% | -7.3% | -33.0% | -36.9% |
| YTD | +10.0% | -3.8% | +13.8% | +14.6% |
| 1Y | +13.6% | +6.3% | +7.3% | +9.8% |
| 3Y | +145.2% | +34.4% | +110.8% | +91.4% |
| 5Y | +50.4% | +109.2% | -58.9% | -19.6% |
| All | +50.4% | +108.5% | -58.2% | -19.6% |
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 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