+136.8%
DELL vs PCAR
+9.5%
+127.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.5% |
| 7D | -18.1% | +3.8% | -21.9% | -19.4% |
| 30D | -42.9% | -2.0% | -40.9% | -42.4% |
| 3M | -26.9% | -19.1% | -7.8% | -18.8% |
| 6M | +28.8% | -6.8% | +35.6% | +31.9% |
| YTD | +168.4% | -2.5% | +170.9% | +170.5% |
| 1Y | +136.8% | +9.7% | +127.2% | +118.5% |
| All | +136.8% | +9.5% | +127.3% | +118.5% |
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