-71.5%
U vs PCAR
+117.0%
-188.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -2.0% | -2.0% |
| 7D | +24.4% | +3.5% | +20.9% | +21.1% |
| 30D | +7.4% | -2.3% | +9.7% | +8.6% |
| 3M | +16.8% | -19.3% | +36.1% | +34.8% |
| 6M | +78.8% | -7.1% | +85.9% | +84.7% |
| YTD | +14.0% | -2.8% | +16.8% | +10.1% |
| 1Y | +16.7% | +9.3% | +7.4% | +1.9% |
| 3Y | +86.4% | +33.5% | +52.9% | +23.9% |
| 5Y | -71.5% | +112.6% | -184.1% | -88.5% |
| All | -71.5% | +117.0% | -188.4% | -88.5% |
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