+98.7%
INTC vs PCAR
+296.2%
-197.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.4% | +10.1% | +9.1% |
| 7D | -14.4% | +0.1% | -14.5% | -14.7% |
| 30D | -50.2% | -4.6% | -45.7% | -49.2% |
| 3M | -43.6% | -22.6% | -21.0% | -35.1% |
| 6M | -50.2% | -12.0% | -38.2% | -47.1% |
| YTD | +52.5% | -6.1% | +58.6% | +56.6% |
| 1Y | +51.1% | +6.3% | +44.8% | +44.3% |
| 3Y | +50.3% | +31.8% | +18.5% | +24.5% |
| 5Y | +19.2% | +104.2% | -85.0% | -24.9% |
| All | +98.7% | +296.2% | -197.5% | -3.4% |
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