+8,682.5%
JNJ vs PCAR
+15,337.6%
-6,655.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | +2.7% | -0.5% | +3.2% | +2.8% |
| 30D | +7.4% | -6.2% | +13.6% | +8.6% |
| 3M | +21.2% | +5.9% | +15.3% | +19.7% |
| 6M | +13.4% | +0.4% | +13.0% | +12.8% |
| YTD | +35.1% | +14.8% | +20.3% | +31.0% |
| 1Y | +57.4% | +30.1% | +27.3% | +48.9% |
| 3Y | +86.8% | +66.7% | +20.1% | +66.5% |
| 5Y | +80.8% | +166.1% | -85.3% | +46.0% |
| 10Y | +202.7% | +353.7% | -150.9% | +117.8% |
| All | +8,682.5% | +15,337.6% | -6,655.1% | +2,788.2% |
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 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