+109.3%
INTC vs PCAR
+326.7%
-217.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.7% | +1.8% | +3.4% |
| 7D | -1.0% | +2.9% | -3.9% | -2.8% |
| 30D | -43.3% | -2.1% | -41.2% | -42.8% |
| 3M | -41.6% | -20.4% | -21.2% | -33.8% |
| 6M | -52.5% | -7.0% | -45.5% | -51.1% |
| YTD | +60.9% | -2.6% | +63.5% | +61.9% |
| 1Y | +55.7% | +9.8% | +45.9% | +46.0% |
| 3Y | +59.2% | +37.3% | +21.9% | +28.8% |
| 5Y | +25.0% | +116.4% | -91.4% | -24.0% |
| 10Y | +109.3% | +293.0% | -183.7% | -3.0% |
| All | +109.3% | +326.7% | -217.4% | -3.0% |
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