+180.0%
DELL vs PCAR
+10.9%
+169.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | +0.1% |
| 7D | +17.1% | +2.1% | +15.0% | +16.2% |
| 30D | -35.1% | -1.2% | -33.9% | -34.7% |
| 3M | -23.3% | -18.6% | -4.7% | -15.2% |
| 6M | +55.8% | -5.1% | +60.9% | +57.7% |
| YTD | +198.0% | -1.8% | +199.7% | +202.8% |
| All | +180.0% | +10.9% | +169.1% | +157.5% |
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