+207.8%
JNJ vs PCAR
+326.7%
-118.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.7% | -1.5% | +1.4% |
| 7D | +4.3% | +2.9% | +1.4% | +3.7% |
| 30D | +7.9% | -2.1% | +10.0% | +8.3% |
| 3M | +9.4% | -20.4% | +29.7% | +14.3% |
| 6M | +28.8% | -7.0% | +35.8% | +30.1% |
| YTD | +38.5% | -2.6% | +41.2% | +37.9% |
| 1Y | +54.6% | +9.8% | +44.8% | +49.8% |
| 3Y | +108.4% | +37.3% | +71.1% | +86.8% |
| 5Y | +99.6% | +116.4% | -16.8% | +54.4% |
| 10Y | +207.8% | +293.0% | -85.2% | +101.7% |
| All | +207.8% | +326.7% | -118.9% | +101.7% |
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