+102.8%
GOOGL vs PCAR
+113.3%
-10.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.3% |
| 7D | +5.7% | +2.1% | +3.6% | +4.9% |
| 30D | -15.6% | -1.2% | -14.4% | -15.3% |
| 3M | -13.0% | -18.6% | +5.6% | -7.1% |
| 6M | -22.8% | -5.1% | -17.7% | -22.1% |
| YTD | -4.4% | -1.8% | -2.6% | -5.1% |
| 1Y | +4.5% | +10.6% | -6.2% | -0.6% |
| 3Y | +127.4% | +34.9% | +92.5% | +89.3% |
| 5Y | +102.8% | +114.0% | -11.2% | +24.7% |
| All | +102.8% | +113.3% | -10.5% | +24.7% |
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 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