+51.7%
AMZN vs PCAR
+113.3%
-61.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.1% | +1.1% |
| 7D | +2.8% | +2.1% | +0.7% | +1.9% |
| 30D | +3.4% | -1.2% | +4.6% | +3.8% |
| 3M | +0.1% | -18.6% | +18.7% | +8.2% |
| 6M | +0.6% | -5.1% | +5.7% | +1.3% |
| YTD | +15.9% | -1.8% | +17.6% | +14.4% |
| 1Y | +9.5% | +10.6% | -1.1% | +2.4% |
| 3Y | +86.3% | +34.9% | +51.4% | +50.7% |
| 5Y | +51.7% | +114.0% | -62.2% | -10.6% |
| All | +51.7% | +113.3% | -61.5% | -10.6% |
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