+4,681.2%
DELL vs PCAR
+355.9%
+4,325.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +17.6% |
| 3M | +24.4% | +5.9% | +18.5% | +19.8% |
| 6M | +258.0% | +0.4% | +257.6% | +254.2% |
| YTD | +320.2% | +14.8% | +305.4% | +285.0% |
| 1Y | +319.1% | +30.1% | +289.0% | +254.1% |
| 3Y | +706.5% | +66.7% | +639.9% | +476.5% |
| 5Y | +1,071.9% | +166.1% | +905.8% | +531.6% |
| 10Y | +4,683.5% | +353.7% | +4,329.8% | +1,939.2% |
| All | +4,681.2% | +355.9% | +4,325.3% | +1,938.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling