+287.1%
PCAR vs ALL
+377.9%
-90.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.2% |
| 7D | +4.9% | +5.0% | -0.1% | +2.8% |
| 30D | -1.4% | +13.3% | -14.7% | -6.4% |
| 3M | -18.1% | +3.2% | -21.3% | -19.4% |
| 6M | -4.0% | +25.3% | -29.4% | -13.6% |
| YTD | -1.5% | +30.5% | -31.9% | -13.3% |
| 1Y | +13.2% | +29.2% | -16.0% | 0.0% |
| 3Y | +35.8% | +119.1% | -83.3% | -9.1% |
| 5Y | +114.6% | +162.6% | -48.0% | +26.5% |
| All | +287.1% | +377.9% | -90.8% | +75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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