+388.0%
DELL vs PCAR
+35.4%
+352.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.3% | -7.5% | -7.3% |
| 7D | +4.9% | +4.9% | -0.1% | +2.4% |
| 30D | -32.1% | -1.4% | -30.7% | -31.7% |
| 3M | -30.2% | -18.1% | -12.1% | -22.5% |
| 6M | +41.7% | -4.0% | +45.7% | +42.4% |
| YTD | +176.6% | -1.5% | +178.0% | +176.2% |
| 1Y | +159.9% | +13.2% | +146.8% | +139.5% |
| 3Y | +388.0% | +35.8% | +352.2% | +323.1% |
| All | +388.0% | +35.4% | +352.5% | +323.1% |
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