+105.7%
INTC vs PCAR
+280.9%
-175.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | -4.0% | +3.8% | -7.8% | -6.2% |
| 30D | -44.5% | -2.0% | -42.5% | -44.1% |
| 3M | -40.4% | -19.1% | -21.3% | -33.1% |
| 6M | -53.5% | -6.8% | -46.7% | -52.2% |
| YTD | +57.5% | -2.5% | +60.0% | +58.3% |
| 1Y | +51.2% | +9.7% | +41.5% | +41.8% |
| 3Y | +51.6% | +34.0% | +17.6% | +24.2% |
| 5Y | +23.5% | +113.3% | -89.9% | -24.5% |
| All | +105.7% | +280.9% | -175.2% | -6.3% |
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