-68.4%
U vs PCAR
+101.4%
-169.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.4% | +7.9% | +7.2% |
| 7D | +36.6% | +0.1% | +36.5% | +36.1% |
| 30D | +13.3% | -4.6% | +17.9% | +16.5% |
| 3M | +26.2% | -22.6% | +48.7% | +49.8% |
| 6M | +88.7% | -12.0% | +100.7% | +102.6% |
| YTD | +16.6% | -6.1% | +22.7% | +15.4% |
| 1Y | +29.0% | +6.3% | +22.6% | +14.8% |
| 3Y | +99.5% | +31.8% | +67.7% | +33.2% |
| All | -68.4% | +101.4% | -169.8% | -86.9% |
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