+293.0%
PCAR vs EXEL
+445.6%
-152.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.1% | +0.6% | +3.3% |
| 7D | +2.9% | +2.3% | +0.6% | +2.6% |
| 30D | -2.1% | +19.8% | -22.0% | -4.4% |
| 3M | -20.4% | +32.7% | -53.0% | -23.3% |
| 6M | -7.0% | +49.0% | -55.9% | -11.8% |
| YTD | -2.6% | +63.7% | -66.3% | -9.1% |
| 1Y | +9.8% | +75.8% | -66.0% | +1.6% |
| 3Y | +37.3% | +241.3% | -204.0% | +14.6% |
| 5Y | +116.4% | +289.0% | -172.6% | +75.3% |
| 10Y | +293.0% | +377.6% | -84.7% | +218.1% |
| All | +293.0% | +445.6% | -152.6% | +218.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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