+293.0%
PCAR vs ALL
+367.3%
-74.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.8% |
| 7D | +2.9% | -3.9% | +6.8% | +4.6% |
| 30D | -2.1% | +10.6% | -12.8% | -6.1% |
| 3M | -20.4% | -4.6% | -15.8% | -19.1% |
| 6M | -7.0% | +20.2% | -27.2% | -14.8% |
| YTD | -2.6% | +23.7% | -26.3% | -12.4% |
| 1Y | +9.8% | +27.9% | -18.1% | -2.8% |
| 3Y | +37.3% | +109.2% | -71.9% | -6.5% |
| 5Y | +116.4% | +148.0% | -31.5% | +30.5% |
| 10Y | +293.0% | +363.8% | -70.8% | +72.8% |
| All | +293.0% | +367.3% | -74.4% | +72.8% |
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