+92.8%
PCAR vs EXE
+155.8%
-63.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +3.5% |
| 7D | +2.9% | -3.9% | +6.8% | +3.5% |
| 30D | -2.1% | -2.6% | +0.4% | -1.8% |
| 3M | -20.4% | -6.9% | -13.5% | -19.7% |
| 6M | -7.0% | -9.3% | +2.3% | -6.0% |
| YTD | -2.6% | -20.7% | +18.1% | +0.1% |
| 1Y | +9.8% | -21.8% | +31.6% | +13.0% |
| 3Y | +37.3% | +16.2% | +21.1% | +30.5% |
| 5Y | +116.4% | +61.1% | +55.3% | +91.3% |
| All | +92.8% | +155.8% | -63.0% | +51.1% |
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