+87.5%
U vs PCAR
+35.4%
+52.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.3% | +4.9% | +5.1% |
| 7D | +2.6% | +4.9% | -2.4% | +0.2% |
| 30D | +27.6% | -1.4% | +29.0% | +28.1% |
| 3M | +15.3% | -18.1% | +33.5% | +26.5% |
| 6M | +96.4% | -4.0% | +100.4% | +97.9% |
| YTD | +19.6% | -1.5% | +21.0% | +15.4% |
| 1Y | +42.1% | +13.2% | +28.9% | +25.1% |
| 3Y | +87.5% | +35.8% | +51.7% | +26.8% |
| All | +87.5% | +35.4% | +52.1% | +26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling