+304.8%
CSCO vs PCAR
+296.2%
+8.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.5% | -0.9% |
| 7D | -10.2% | +0.1% | -10.3% | -10.2% |
| 30D | -20.1% | -4.6% | -15.5% | -18.6% |
| 3M | -22.4% | -22.6% | +0.2% | -13.4% |
| 6M | +2.8% | -12.0% | +14.8% | +7.9% |
| YTD | +23.6% | -6.1% | +29.7% | +25.7% |
| 1Y | +34.0% | +6.3% | +27.7% | +28.6% |
| 3Y | +89.3% | +31.8% | +57.5% | +57.2% |
| 5Y | +87.9% | +104.2% | -16.3% | +21.3% |
| All | +304.8% | +296.2% | +8.6% | +90.1% |
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