+133.7%
GOOG vs PCAR
+168.7%
-35.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.6% |
| 7D | +1.1% | 0.0% | +1.0% | +1.1% |
| 30D | -5.1% | -7.7% | +2.7% | -2.6% |
| 3M | -7.1% | +3.7% | -10.8% | -8.6% |
| 6M | +12.7% | +2.3% | +10.3% | +11.0% |
| YTD | +7.1% | +12.8% | -5.7% | +1.8% |
| 1Y | +43.6% | +27.8% | +15.8% | +30.4% |
| 3Y | +146.8% | +61.8% | +85.0% | +94.0% |
| 5Y | +133.7% | +168.2% | -34.5% | +35.9% |
| All | +133.7% | +168.7% | -35.0% | +35.9% |
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