+253.8%
INTC vs PCAR
+357.6%
-103.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -1.8% | +10.8% | +10.1% |
| 7D | +17.4% | 0.0% | +17.4% | +17.3% |
| 30D | +2.8% | -7.7% | +10.5% | +7.7% |
| 3M | -5.3% | +3.7% | -9.0% | -7.8% |
| 6M | +140.6% | +2.3% | +138.3% | +136.3% |
| YTD | +183.1% | +12.8% | +170.3% | +163.6% |
| 1Y | +326.8% | +27.8% | +299.0% | +268.6% |
| 3Y | +179.4% | +61.8% | +117.7% | +106.9% |
| 5Y | +111.7% | +168.2% | -56.5% | +14.5% |
| 10Y | +253.8% | +359.1% | -105.3% | +44.9% |
| All | +253.8% | +357.6% | -103.7% | +44.9% |
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