+552.2%
DELL vs PCAR
+101.4%
+450.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.4% | +6.1% | +5.1% |
| 7D | -22.6% | +0.1% | -22.6% | -22.8% |
| 30D | -43.2% | -4.6% | -38.6% | -41.9% |
| 3M | -24.8% | -22.6% | -2.3% | -12.8% |
| 6M | +38.0% | -12.0% | +50.0% | +46.4% |
| YTD | +163.7% | -6.1% | +169.8% | +169.3% |
| 1Y | +122.5% | +6.3% | +116.2% | +109.6% |
| 3Y | +377.0% | +31.8% | +345.2% | +269.5% |
| All | +552.2% | +101.4% | +450.8% | +246.9% |
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