+143.3%
DELL vs PCAR
+12.4%
+130.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +4.0% | -12.9% | -10.3% |
| 7D | -24.6% | +3.7% | -28.2% | -25.7% |
| 30D | -32.5% | -2.9% | -29.6% | -31.7% |
| 3M | -20.2% | -21.7% | +1.5% | -10.3% |
| 6M | +76.5% | -6.6% | +83.1% | +80.9% |
| YTD | +198.9% | -2.2% | +201.2% | +203.0% |
| 1Y | +143.3% | +12.2% | +131.1% | +124.8% |
| All | +143.3% | +12.4% | +130.9% | +124.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling