+172.3%
PCAR vs EXC
+47.1%
+125.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.2% | +0.4% |
| 7D | -0.5% | +0.3% | -0.8% | -0.6% |
| 30D | -6.2% | -3.7% | -2.5% | -5.5% |
| 3M | +5.9% | -1.3% | +7.2% | +6.0% |
| 6M | +0.4% | -9.7% | +10.1% | +2.3% |
| YTD | +14.8% | +2.9% | +11.9% | +13.6% |
| 1Y | +30.1% | +4.4% | +25.7% | +28.1% |
| 3Y | +66.7% | +22.2% | +44.4% | +54.8% |
| All | +172.3% | +47.1% | +125.2% | +128.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling