+629.7%
AMZN vs PCAR
+292.6%
+337.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +8.0% | +3.8% | +4.2% | +6.7% |
| 30D | +3.2% | -2.0% | +5.2% | +3.9% |
| 3M | -2.6% | -19.1% | +16.5% | +4.7% |
| 6M | -0.7% | -6.8% | +6.1% | +0.9% |
| YTD | +17.4% | -2.5% | +19.8% | +16.9% |
| 1Y | +9.0% | +9.7% | -0.6% | +3.8% |
| 3Y | +88.7% | +34.0% | +54.7% | +63.4% |
| 5Y | +55.6% | +113.3% | -57.8% | +12.2% |
| 10Y | +629.7% | +278.2% | +351.5% | +310.6% |
| All | +629.7% | +292.6% | +337.2% | +310.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling