+278.2%
PCAR vs EXPE
+112.4%
+165.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.6% |
| 7D | +3.8% | -11.2% | +15.0% | +6.3% |
| 30D | -2.0% | -7.5% | +5.5% | -0.7% |
| 3M | -19.1% | -19.1% | 0.0% | -15.8% |
| 6M | -6.8% | +10.7% | -17.5% | -10.1% |
| YTD | -2.5% | -9.9% | +7.4% | -2.8% |
| 1Y | +9.7% | -4.6% | +14.3% | +7.7% |
| 3Y | +34.0% | +116.8% | -82.8% | +5.1% |
| 5Y | +113.3% | +38.6% | +74.8% | +77.9% |
| 10Y | +278.2% | +115.9% | +162.3% | +138.2% |
| All | +278.2% | +112.4% | +165.8% | +138.2% |
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