+71.7%
TER vs PCAR
+114.3%
-42.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.6% |
| 7D | +14.4% | +4.9% | +9.4% | +10.4% |
| 30D | -30.6% | -1.4% | -29.1% | -29.9% |
| 3M | -39.2% | -18.1% | -21.1% | -28.8% |
| 6M | -31.3% | -4.0% | -27.3% | -29.2% |
| YTD | +29.1% | -1.5% | +30.5% | +32.2% |
| 1Y | +47.4% | +13.2% | +34.2% | +35.9% |
| 3Y | +191.2% | +35.8% | +155.4% | +125.2% |
| All | +71.7% | +114.3% | -42.6% | -10.6% |
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