+118.0%
GOOG vs PCAR
+31.0%
+87.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +1.4% |
| 7D | +2.1% | +0.1% | +2.0% | +2.0% |
| 30D | -18.3% | -4.6% | -13.7% | -17.4% |
| 3M | -20.3% | -22.6% | +2.2% | -15.4% |
| 6M | -28.1% | -12.0% | -16.1% | -26.2% |
| YTD | -9.3% | -6.1% | -3.2% | -8.7% |
| 1Y | -0.2% | +6.3% | -6.6% | -2.5% |
| 3Y | +118.0% | +31.8% | +86.3% | +91.3% |
| All | +118.0% | +31.0% | +87.0% | +91.3% |
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