+295.0%
PCAR vs EXC
+197.6%
+97.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.4% |
| 7D | +2.2% | -1.4% | +3.6% | +2.6% |
| 30D | +0.3% | +8.3% | -8.0% | -2.2% |
| 3M | -17.9% | +2.6% | -20.5% | -18.7% |
| 6M | -3.4% | +5.2% | -8.6% | -5.2% |
| YTD | -0.1% | +7.5% | -7.6% | -3.1% |
| 1Y | +13.4% | +3.2% | +10.3% | +11.4% |
| 3Y | +37.2% | +29.5% | +7.7% | +22.4% |
| 5Y | +117.3% | +39.7% | +77.7% | +86.0% |
| 10Y | +295.0% | +200.1% | +94.9% | +180.9% |
| All | +295.0% | +197.6% | +97.4% | +180.9% |
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