+67.6%
PCAR vs EXEL
+164.9%
-97.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -0.5% | +8.4% | -8.9% | -1.4% |
| 30D | -6.2% | +4.1% | -10.3% | -6.7% |
| 3M | +5.9% | +12.4% | -6.5% | +4.4% |
| 6M | +0.4% | +41.5% | -41.1% | -3.6% |
| YTD | +14.8% | +34.6% | -19.8% | +10.7% |
| 1Y | +30.1% | +57.9% | -27.8% | +23.1% |
| All | +67.6% | +164.9% | -97.3% | +51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling