+8,714.1%
JNJ vs PCAR
+12,524.9%
-3,810.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +1.9% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | +6.9% | -4.6% | +11.4% | +7.7% |
| 3M | +8.0% | -22.6% | +30.6% | +13.0% |
| 6M | +24.3% | -12.0% | +36.3% | +26.7% |
| YTD | +35.6% | -6.1% | +41.7% | +36.2% |
| 1Y | +51.1% | +6.3% | +44.7% | +48.2% |
| 3Y | +98.3% | +31.8% | +66.5% | +84.4% |
| 5Y | +94.3% | +104.2% | -9.8% | +64.7% |
| 10Y | +214.9% | +302.9% | -88.0% | +131.5% |
| All | +8,714.1% | +12,524.9% | -3,810.8% | +2,903.0% |
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