+359.1%
PCAR vs EXPE
+155.3%
+203.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.9% | +6.1% | 0.0% |
| 7D | 0.0% | -9.8% | +9.8% | +2.3% |
| 30D | -7.7% | -11.5% | +3.8% | -5.4% |
| 3M | +3.7% | +21.7% | -18.0% | -1.4% |
| 6M | +2.3% | +10.4% | -8.1% | -1.1% |
| YTD | +12.8% | -2.5% | +15.3% | +11.1% |
| 1Y | +27.8% | +27.3% | +0.4% | +17.4% |
| 3Y | +61.8% | +153.5% | -91.7% | +22.8% |
| 5Y | +168.2% | +91.1% | +77.1% | +107.4% |
| 10Y | +359.1% | +153.1% | +206.0% | +181.9% |
| All | +359.1% | +155.3% | +203.8% | +181.9% |
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