+146.1%
PCAR vs COMP
-47.7%
+193.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | +0.1% |
| 7D | -0.5% | +1.4% | -1.9% | -0.6% |
| 30D | -6.2% | -13.3% | +7.1% | -5.2% |
| 3M | +5.9% | +41.1% | -35.2% | +2.7% |
| 6M | +0.4% | +17.2% | -16.8% | -1.8% |
| YTD | +14.8% | +5.2% | +9.6% | +12.9% |
| 1Y | +30.1% | +18.9% | +11.2% | +26.4% |
| 3Y | +66.7% | +215.9% | -149.3% | +47.1% |
| 5Y | +166.1% | -31.2% | +197.3% | +142.4% |
| All | +146.1% | -47.7% | +193.7% | +120.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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