+692.8%
GOOGL vs PCAR
+288.5%
+404.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | +3.9% | +4.9% | -1.1% | +1.9% |
| 30D | -14.9% | -1.4% | -13.5% | -14.5% |
| 3M | -14.6% | -18.1% | +3.6% | -7.9% |
| 6M | -26.4% | -4.0% | -22.4% | -25.9% |
| YTD | -5.3% | -1.5% | -3.9% | -6.1% |
| 1Y | +6.5% | +13.2% | -6.7% | -0.3% |
| 3Y | +126.0% | +35.8% | +90.3% | +88.3% |
| 5Y | +100.8% | +114.6% | -13.8% | +32.4% |
| All | +692.8% | +288.5% | +404.3% | +292.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling