+121.2%
INTC vs PCAR
+290.1%
-168.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.4% | +5.1% | +6.1% |
| 7D | +7.3% | +2.2% | +5.1% | +6.0% |
| 30D | -38.3% | +0.3% | -38.7% | -38.6% |
| 3M | -36.0% | -17.9% | -18.1% | -28.7% |
| 6M | -51.7% | -3.4% | -48.3% | -51.3% |
| YTD | +69.4% | -0.1% | +69.5% | +68.0% |
| 1Y | +65.0% | +13.4% | +51.6% | +51.8% |
| 3Y | +63.0% | +37.2% | +25.8% | +31.8% |
| 5Y | +33.4% | +117.3% | -84.0% | -19.3% |
| 10Y | +121.2% | +295.0% | -173.8% | -0.6% |
| All | +121.2% | +290.1% | -168.9% | -0.6% |
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