+6.3%
PCAR vs EXPE
+21.4%
-15.0%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.9% | +2.4% | -1.8% |
| 7D | +0.1% | -9.3% | +9.4% | +1.1% |
| 30D | -4.6% | +0.1% | -4.7% | -4.6% |
| 3M | -22.6% | -15.3% | -7.3% | -21.4% |
| 6M | -12.0% | +5.5% | -17.4% | -12.8% |
| YTD | -6.1% | -8.0% | +1.9% | -5.5% |
| 1Y | +6.3% | +18.9% | -12.6% | +3.4% |
| All | +6.3% | +21.4% | -15.0% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling