+295.0%
PCAR vs ALL
+371.2%
-76.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.3% |
| 7D | +2.2% | -2.6% | +4.8% | +3.2% |
| 30D | +0.3% | +12.7% | -12.4% | -4.5% |
| 3M | -17.9% | +0.4% | -18.3% | -18.3% |
| 6M | -3.4% | +23.8% | -27.2% | -12.6% |
| YTD | -0.1% | +27.8% | -27.9% | -11.3% |
| 1Y | +13.4% | +28.9% | -15.5% | +0.2% |
| 3Y | +37.2% | +113.9% | -76.7% | -7.2% |
| 5Y | +117.3% | +157.4% | -40.0% | +29.1% |
| 10Y | +295.0% | +369.0% | -74.0% | +80.8% |
| All | +295.0% | +371.2% | -76.2% | +80.8% |
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