+377.0%
DELL vs PCAR
+31.0%
+346.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.4% | +6.1% | +4.9% |
| 7D | -22.6% | +0.1% | -22.6% | -22.8% |
| 30D | -43.2% | -4.6% | -38.6% | -42.1% |
| 3M | -24.8% | -22.6% | -2.3% | -14.2% |
| 6M | +38.0% | -12.0% | +50.0% | +45.6% |
| YTD | +163.7% | -6.1% | +169.8% | +169.7% |
| 1Y | +122.5% | +6.3% | +116.2% | +111.8% |
| 3Y | +377.0% | +31.8% | +345.2% | +316.1% |
| All | +377.0% | +31.0% | +346.0% | +316.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling