+37.3%
PCAR vs EXC
+28.9%
+8.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.7% |
| 7D | +2.9% | -1.7% | +4.6% | +3.0% |
| 30D | -2.1% | +9.3% | -11.5% | -2.6% |
| 3M | -20.4% | +1.0% | -21.4% | -20.5% |
| 6M | -7.0% | +5.9% | -12.9% | -7.3% |
| YTD | -2.6% | +7.6% | -10.3% | -3.0% |
| 1Y | +9.8% | +2.4% | +7.4% | +9.7% |
| 3Y | +37.3% | +30.2% | +7.0% | +30.5% |
| All | +37.3% | +28.9% | +8.4% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling