+3,313.5%
DELL vs PCAR
+296.6%
+3,016.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +2.4% | +9.3% | +10.4% |
| 7D | +0.4% | +2.2% | -1.8% | -0.7% |
| 30D | -35.1% | +0.3% | -35.5% | -35.5% |
| 3M | -15.1% | -17.9% | +2.8% | -5.4% |
| 6M | +51.7% | -3.4% | +55.1% | +52.2% |
| YTD | +200.0% | -0.1% | +200.1% | +196.2% |
| 1Y | +172.1% | +13.4% | +158.7% | +149.2% |
| 3Y | +431.2% | +37.2% | +394.0% | +323.9% |
| 5Y | +633.1% | +117.3% | +515.7% | +341.7% |
| 10Y | +2,886.3% | +295.0% | +2,591.4% | +1,271.9% |
| All | +3,313.5% | +296.6% | +3,016.8% | +1,468.5% |
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