+15,172.7%
INTC vs PCAR
+15,337.6%
-164.9%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.2% | +4.4% | +4.4% |
| 7D | +7.1% | -0.5% | +7.6% | +7.3% |
| 30D | -5.2% | -6.2% | +1.0% | -2.4% |
| 3M | -14.3% | +5.9% | -20.2% | -16.6% |
| 6M | +110.2% | +0.4% | +109.8% | +109.7% |
| YTD | +159.6% | +14.8% | +144.8% | +144.3% |
| 1Y | +289.3% | +30.1% | +259.2% | +245.6% |
| 3Y | +166.1% | +66.7% | +99.4% | +109.9% |
| 5Y | +94.4% | +166.1% | -71.8% | +23.0% |
| 10Y | +227.7% | +353.7% | -126.0% | +60.8% |
| All | +15,172.7% | +15,337.6% | -164.9% | +1,630.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling