+14,183.4%
TER vs PCAR
+15,337.6%
-1,154.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.3% | +5.4% |
| 7D | +0.6% | -0.5% | +1.1% | +0.9% |
| 30D | -8.3% | -6.2% | -2.0% | -4.8% |
| 3M | -12.2% | +5.9% | -18.1% | -14.7% |
| 6M | +17.1% | +0.4% | +16.7% | +18.3% |
| YTD | +84.7% | +14.8% | +69.8% | +73.3% |
| 1Y | +199.9% | +30.1% | +169.8% | +161.1% |
| 3Y | +232.8% | +66.7% | +166.1% | +151.8% |
| 5Y | +198.6% | +166.1% | +32.4% | +74.1% |
| 10Y | +1,669.7% | +353.7% | +1,316.1% | +667.5% |
| All | +14,183.4% | +15,337.6% | -1,154.1% | +1,203.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling