-22.7%
U vs PCAR
+129.5%
-152.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.3% | +4.9% | +5.1% |
| 7D | +2.6% | +4.9% | -2.4% | -0.4% |
| 30D | +27.6% | -1.4% | +29.0% | +28.2% |
| 3M | +15.3% | -18.1% | +33.5% | +29.3% |
| 6M | +96.4% | -4.0% | +100.4% | +98.2% |
| YTD | +19.6% | -1.5% | +21.0% | +15.7% |
| 1Y | +42.1% | +13.2% | +28.9% | +24.5% |
| 3Y | +87.5% | +35.8% | +51.7% | +39.0% |
| 5Y | -73.1% | +114.6% | -187.8% | -85.2% |
| All | -22.7% | +129.5% | -152.3% | -59.6% |
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 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