+3,912.4%
PCAR vs EXEL
+340.0%
+3,572.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.9% |
| 3M | -22.6% | +33.3% | -55.8% | -25.8% |
| 6M | -12.0% | +42.9% | -54.8% | -16.6% |
| YTD | -6.1% | +58.7% | -64.8% | -12.6% |
| 1Y | +6.3% | +70.5% | -64.2% | -2.1% |
| 3Y | +31.8% | +233.8% | -202.0% | +8.2% |
| 5Y | +104.2% | +259.3% | -155.2% | +63.6% |
| 10Y | +302.9% | +484.1% | -181.2% | +178.7% |
| All | +3,912.4% | +340.0% | +3,572.4% | +1,818.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling