+1,085.7%
DELL vs PCAR
+168.1%
+917.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +14.9% | -0.5% | +15.4% | +15.3% |
| 30D | +13.3% | -6.2% | +19.5% | +17.9% |
| 3M | +24.4% | +5.9% | +18.5% | +19.4% |
| 6M | +258.0% | +0.4% | +257.6% | +254.4% |
| YTD | +320.2% | +14.8% | +305.4% | +282.9% |
| 1Y | +319.1% | +30.1% | +289.0% | +249.7% |
| 3Y | +706.5% | +66.7% | +639.9% | +446.6% |
| All | +1,085.7% | +168.1% | +917.6% | +458.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling