+72.2%
V vs PCAR
+168.1%
-95.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | -1.7% | -0.5% | -1.2% | -1.6% |
| 30D | +2.0% | -6.2% | +8.2% | +3.9% |
| 3M | +17.4% | +5.9% | +11.5% | +14.8% |
| 6M | +17.5% | +0.4% | +17.1% | +16.5% |
| YTD | +7.6% | +14.8% | -7.2% | +1.6% |
| 1Y | +7.7% | +30.1% | -22.4% | -3.1% |
| 3Y | +54.7% | +66.7% | -12.0% | +20.4% |
| All | +72.2% | +168.1% | -95.9% | +2.6% |
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