+13,507.3%
GOOGL vs PCAR
+1,400.3%
+12,107.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -2.3% | -0.5% | -1.8% | -2.1% |
| 30D | -6.6% | -6.2% | -0.3% | -4.2% |
| 3M | -8.9% | +5.9% | -14.8% | -11.4% |
| 6M | +11.9% | +0.4% | +11.5% | +10.9% |
| YTD | +8.3% | +14.8% | -6.5% | +1.6% |
| 1Y | +46.2% | +30.1% | +16.1% | +30.0% |
| 3Y | +151.9% | +66.7% | +85.2% | +97.3% |
| 5Y | +137.7% | +166.1% | -28.4% | +51.7% |
| 10Y | +757.6% | +353.7% | +403.9% | +326.5% |
| All | +13,507.3% | +1,400.3% | +12,107.0% | +4,278.7% |
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 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