+13,444.1%
GOOG vs PCAR
+1,400.3%
+12,043.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -2.1% | -0.5% | -1.6% | -1.9% |
| 30D | -6.8% | -6.2% | -0.6% | -4.5% |
| 3M | -9.1% | +5.9% | -15.0% | -11.5% |
| 6M | +10.7% | +0.4% | +10.3% | +9.7% |
| YTD | +7.1% | +14.8% | -7.8% | +0.4% |
| 1Y | +44.6% | +30.1% | +14.5% | +28.6% |
| 3Y | +147.4% | +66.7% | +80.8% | +93.6% |
| 5Y | +133.8% | +166.1% | -32.3% | +48.9% |
| 10Y | +777.5% | +353.7% | +423.8% | +335.4% |
| All | +13,444.1% | +1,400.3% | +12,043.9% | +4,249.7% |
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