-26.3%
U vs PCAR
+127.2%
-153.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | +24.4% | +3.8% | +20.5% | +21.3% |
| 30D | +7.4% | -2.0% | +9.3% | +8.3% |
| 3M | +16.8% | -19.1% | +35.9% | +31.9% |
| 6M | +78.8% | -6.8% | +85.6% | +83.8% |
| YTD | +14.0% | -2.5% | +16.4% | +11.0% |
| 1Y | +16.7% | +9.7% | +7.1% | +4.6% |
| 3Y | +86.4% | +34.0% | +52.4% | +39.4% |
| 5Y | -71.5% | +113.3% | -184.8% | -84.2% |
| All | -26.3% | +127.2% | -153.5% | -61.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling