+172.3%
PCAR vs EXEL
+199.5%
-27.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -0.5% | +8.4% | -8.9% | -1.5% |
| 30D | -6.2% | +4.1% | -10.3% | -6.8% |
| 3M | +5.9% | +12.4% | -6.5% | +4.3% |
| 6M | +0.4% | +41.5% | -41.1% | -4.0% |
| YTD | +14.8% | +34.6% | -19.8% | +10.2% |
| 1Y | +30.1% | +57.9% | -27.8% | +22.3% |
| 3Y | +66.7% | +159.5% | -92.8% | +45.4% |
| All | +172.3% | +199.5% | -27.3% | +132.9% |
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