+31.8%
PCAR vs EXC
+26.3%
+5.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.5% | -2.3% |
| 7D | +0.1% | -1.2% | +1.2% | +0.1% |
| 30D | -4.6% | +10.0% | -14.5% | -5.0% |
| 3M | -22.6% | +1.6% | -24.2% | -22.7% |
| 6M | -12.0% | +3.3% | -15.2% | -12.2% |
| YTD | -6.1% | +7.6% | -13.7% | -6.5% |
| 1Y | +6.3% | +3.5% | +2.9% | +6.2% |
| 3Y | +31.8% | +27.7% | +4.1% | +26.9% |
| All | +31.8% | +26.3% | +5.5% | +26.9% |
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 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