+9,656.7%
INTC vs PCAR
+13,107.1%
-3,450.5%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.3% |
| 7D | +17.1% | +2.1% | +15.0% | +16.0% |
| 30D | -40.5% | -1.2% | -39.3% | -40.3% |
| 3M | -39.4% | -18.6% | -20.8% | -33.9% |
| 6M | -49.3% | -5.1% | -44.2% | -48.5% |
| YTD | +65.9% | -1.8% | +67.6% | +66.5% |
| 1Y | +61.5% | +10.6% | +50.9% | +53.5% |
| 3Y | +59.6% | +34.9% | +24.7% | +37.8% |
| 5Y | +31.2% | +114.0% | -82.8% | -8.9% |
| 10Y | +116.6% | +288.4% | -171.8% | +13.5% |
| All | +9,656.7% | +13,107.1% | -3,450.5% | +1,078.9% |
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 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