+263,909.3%
AMZN vs PCAR
+6,269.8%
+257,639.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | -3.0% | -0.5% | -2.5% | -2.7% |
| 30D | -5.2% | -6.2% | +1.0% | -2.4% |
| 3M | +1.9% | +5.9% | -4.0% | -1.6% |
| 6M | +19.2% | +0.4% | +18.8% | +17.7% |
| YTD | +12.0% | +14.8% | -2.8% | +3.6% |
| 1Y | +9.7% | +30.1% | -20.4% | -4.9% |
| 3Y | +87.2% | +66.7% | +20.5% | +40.9% |
| 5Y | +48.7% | +166.1% | -117.5% | -11.8% |
| 10Y | +569.3% | +353.7% | +215.7% | +184.9% |
| All | +263,909.3% | +6,269.8% | +257,639.5% | +20,310.2% |
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