-24.8%
U vs PCAR
+126.8%
-151.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | -2.3% |
| 7D | +32.3% | +2.9% | +29.4% | +29.7% |
| 30D | +9.7% | -2.1% | +11.8% | +10.7% |
| 3M | +19.6% | -20.4% | +40.0% | +36.4% |
| 6M | +82.6% | -7.0% | +89.6% | +88.0% |
| YTD | +16.4% | -2.6% | +19.1% | +13.5% |
| 1Y | +28.5% | +9.8% | +18.7% | +15.0% |
| 3Y | +103.8% | +37.3% | +66.5% | +49.9% |
| 5Y | -70.0% | +116.4% | -186.5% | -83.5% |
| All | -24.8% | +126.8% | -151.5% | -60.4% |
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