+193,139.0%
CSCO vs PCAR
+13,908.1%
+179,230.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.6% | -6.1% | -6.9% |
| 7D | -11.9% | +2.2% | -14.0% | -12.7% |
| 30D | -18.8% | -4.4% | -14.4% | -17.4% |
| 3M | -21.2% | -21.4% | +0.2% | -12.7% |
| 6M | +1.9% | -7.3% | +9.2% | +4.5% |
| YTD | +26.1% | -3.8% | +29.9% | +26.9% |
| 1Y | +34.7% | +6.3% | +28.4% | +29.4% |
| 3Y | +94.0% | +34.4% | +59.7% | +63.1% |
| 5Y | +91.6% | +109.2% | -17.6% | +29.7% |
| 10Y | +323.2% | +312.9% | +10.3% | +105.8% |
| All | +193,139.0% | +13,908.1% | +179,230.8% | +19,386.3% |
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