+287.1%
PCAR vs EXPE
+123.5%
+163.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | +4.9% | -0.5% | +5.4% | +5.0% |
| 30D | -1.4% | -6.1% | +4.7% | -0.5% |
| 3M | -18.1% | -21.3% | +3.2% | -14.3% |
| 6M | -4.0% | +19.0% | -23.0% | -8.8% |
| YTD | -1.5% | -8.4% | +7.0% | -2.1% |
| 1Y | +13.2% | -2.8% | +16.0% | +10.7% |
| 3Y | +35.8% | +120.8% | -85.0% | +6.1% |
| 5Y | +114.6% | +46.2% | +68.4% | +76.8% |
| All | +287.1% | +123.5% | +163.6% | +140.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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