+11,908.8%
GOOGL vs PCAR
+1,183.5%
+10,725.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.4% |
| 7D | +5.7% | +2.1% | +3.6% | +4.8% |
| 30D | -15.6% | -1.2% | -14.4% | -15.3% |
| 3M | -13.0% | -18.6% | +5.6% | -6.0% |
| 6M | -22.8% | -5.1% | -17.7% | -21.9% |
| YTD | -4.4% | -1.8% | -2.6% | -4.9% |
| 1Y | +4.5% | +10.6% | -6.2% | -1.0% |
| 3Y | +127.4% | +34.9% | +92.5% | +93.4% |
| 5Y | +102.8% | +114.0% | -11.2% | +41.0% |
| 10Y | +681.5% | +288.4% | +393.1% | +313.0% |
| All | +11,908.8% | +1,183.5% | +10,725.3% | +3,998.2% |
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