+99.1%
V vs PCAR
+101.4%
-2.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.8% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | +13.6% | -4.6% | +18.2% | +15.2% |
| 3M | +14.3% | -22.6% | +36.9% | +23.4% |
| 6M | +33.1% | -12.0% | +45.1% | +37.5% |
| YTD | +21.2% | -6.1% | +27.3% | +21.6% |
| 1Y | +26.4% | +6.3% | +20.1% | +21.1% |
| 3Y | +77.6% | +31.8% | +45.8% | +48.8% |
| All | +99.1% | +101.4% | -2.3% | +26.4% |
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