-28.6%
U vs PCAR
+124.1%
-152.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -1.6% | +16.5% | +15.9% |
| 7D | +24.3% | +2.2% | +22.1% | +22.6% |
| 30D | +8.6% | -4.4% | +13.0% | +11.2% |
| 3M | +37.6% | -21.4% | +59.0% | +58.3% |
| 6M | +78.5% | -7.3% | +85.8% | +84.4% |
| YTD | +10.5% | -3.8% | +14.3% | +8.6% |
| 1Y | +15.2% | +6.3% | +8.9% | +5.6% |
| 3Y | +76.6% | +34.4% | +42.2% | +31.9% |
| 5Y | -67.9% | +109.2% | -177.1% | -82.1% |
| All | -28.6% | +124.1% | -152.7% | -62.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling