+106.6%
PCAR vs EXE
+61.0%
+45.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.3% |
| 7D | +0.1% | -6.6% | +6.6% | +0.9% |
| 30D | -4.6% | -4.0% | -0.6% | -4.1% |
| 3M | -22.6% | -7.5% | -15.1% | -21.9% |
| 6M | -12.0% | -11.7% | -0.3% | -10.8% |
| YTD | -6.1% | -22.0% | +15.9% | -3.4% |
| 1Y | +6.3% | -21.8% | +28.1% | +9.2% |
| 3Y | +31.8% | +8.0% | +23.8% | +26.8% |
| All | +106.6% | +61.0% | +45.6% | +88.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling