-69.4%
U vs PCAR
+168.1%
-237.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -3.8% | -0.5% | -3.3% | -3.4% |
| 30D | +17.5% | -6.2% | +23.7% | +22.7% |
| 3M | +38.7% | +5.9% | +32.8% | +32.2% |
| 6M | +104.4% | +0.4% | +104.0% | +100.6% |
| YTD | -5.7% | +14.8% | -20.5% | -18.2% |
| 1Y | +3.7% | +30.1% | -26.4% | -18.8% |
| 3Y | +12.3% | +66.7% | -54.3% | -35.8% |
| All | -69.4% | +168.1% | -237.5% | -89.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling