+215.6%
JNJ vs PCAR
+293.9%
-78.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.6% | -0.6% |
| 7D | +1.5% | +2.2% | -0.7% | +1.0% |
| 30D | +6.3% | +0.3% | +6.0% | +6.2% |
| 3M | +8.5% | -17.9% | +26.4% | +12.7% |
| 6M | +28.0% | -3.4% | +31.4% | +28.2% |
| YTD | +37.7% | -0.1% | +37.8% | +36.3% |
| 1Y | +47.9% | +13.4% | +34.5% | +42.4% |
| 3Y | +107.4% | +37.2% | +70.2% | +86.1% |
| 5Y | +97.7% | +117.3% | -19.6% | +53.0% |
| All | +215.6% | +293.9% | -78.3% | +109.2% |
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