+667.7%
GOOGL vs PCAR
+290.1%
+377.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.3% | +1.2% |
| 7D | +1.6% | +2.2% | -0.6% | +0.7% |
| 30D | -16.8% | +0.3% | -17.1% | -17.0% |
| 3M | -14.6% | -17.9% | +3.3% | -8.0% |
| 6M | -24.4% | -3.4% | -21.0% | -24.0% |
| YTD | -6.1% | -0.1% | -6.0% | -7.3% |
| 1Y | +1.0% | +13.4% | -12.4% | -5.5% |
| 3Y | +123.4% | +37.2% | +86.2% | +85.5% |
| 5Y | +103.2% | +117.3% | -14.1% | +33.4% |
| 10Y | +667.7% | +295.0% | +372.8% | +277.9% |
| All | +667.7% | +290.1% | +377.6% | +277.9% |
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