+294.0%
PCAR vs EXEL
+461.0%
-167.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.6% |
| 7D | +0.1% | +0.3% | -0.2% | 0.0% |
| 30D | -4.6% | +19.0% | -23.6% | -6.7% |
| 3M | -22.6% | +33.3% | -55.8% | -25.5% |
| 6M | -12.0% | +42.9% | -54.8% | -16.2% |
| YTD | -6.1% | +58.7% | -64.8% | -12.0% |
| 1Y | +6.3% | +70.5% | -64.2% | -1.4% |
| 3Y | +31.8% | +233.8% | -202.0% | +10.1% |
| 5Y | +104.2% | +259.3% | -155.2% | +66.6% |
| All | +294.0% | +461.0% | -167.1% | +187.2% |
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