+94.5%
PCAR vs EXE
+163.0%
-68.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | +2.1% | +3.6% | -1.5% | +1.6% |
| 30D | -1.2% | -4.3% | +3.1% | -0.6% |
| 3M | -18.6% | -7.7% | -10.9% | -17.8% |
| 6M | -5.1% | -7.2% | +2.2% | -4.3% |
| YTD | -1.8% | -18.5% | +16.7% | +0.6% |
| 1Y | +10.6% | -24.4% | +35.0% | +14.6% |
| 3Y | +34.9% | +21.6% | +13.3% | +27.4% |
| 5Y | +114.0% | +77.3% | +36.6% | +86.2% |
| All | +94.5% | +163.0% | -68.5% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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