+293.0%
PCAR vs EXC
+176.1%
+116.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.7% |
| 7D | +2.9% | -1.7% | +4.6% | +3.5% |
| 30D | -2.1% | +9.3% | -11.5% | -4.8% |
| 3M | -20.4% | +1.0% | -21.4% | -20.7% |
| 6M | -7.0% | +5.9% | -12.9% | -8.9% |
| YTD | -2.6% | +7.6% | -10.3% | -5.5% |
| 1Y | +9.8% | +2.4% | +7.4% | +8.1% |
| 3Y | +37.3% | +30.2% | +7.0% | +22.5% |
| 5Y | +116.4% | +41.4% | +75.1% | +84.9% |
| 10Y | +293.0% | +183.8% | +109.2% | +194.3% |
| All | +293.0% | +176.1% | +116.9% | +194.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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