+106.6%
PCAR vs EXEL
+260.1%
-153.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.5% |
| 3M | -22.6% | +33.3% | -55.8% | -25.2% |
| 6M | -12.0% | +42.9% | -54.8% | -15.8% |
| YTD | -6.1% | +58.7% | -64.8% | -11.5% |
| 1Y | +6.3% | +70.5% | -64.2% | -0.6% |
| 3Y | +31.8% | +233.8% | -202.0% | +12.4% |
| All | +106.6% | +260.1% | -153.5% | +72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling