+616.9%
GOOGL vs PCAR
+296.2%
+320.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +1.7% |
| 7D | +1.8% | +0.1% | +1.7% | +1.7% |
| 30D | -18.8% | -4.6% | -14.2% | -17.4% |
| 3M | -20.3% | -22.6% | +2.2% | -12.3% |
| 6M | -28.4% | -12.0% | -16.4% | -25.4% |
| YTD | -8.8% | -6.1% | -2.7% | -7.9% |
| 1Y | +0.3% | +6.3% | -6.1% | -3.7% |
| 3Y | +120.7% | +31.8% | +88.9% | +86.4% |
| 5Y | +93.1% | +104.2% | -11.0% | +30.7% |
| All | +616.9% | +296.2% | +320.7% | +286.6% |
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