+70.4%
PCAR vs EXC
+22.2%
+48.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.2% | +0.2% |
| 7D | -0.5% | +0.3% | -0.8% | -0.5% |
| 30D | -6.2% | -3.7% | -2.5% | -6.0% |
| 3M | +5.9% | -1.3% | +7.2% | +5.9% |
| 6M | +0.4% | -9.7% | +10.1% | +0.9% |
| YTD | +14.8% | +2.9% | +11.9% | +14.5% |
| 1Y | +30.1% | +4.4% | +25.7% | +29.5% |
| All | +70.4% | +22.2% | +48.2% | +62.0% |
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