+37.7%
PCAR vs EXPE
+123.2%
-85.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | +0.1% | +2.0% |
| 7D | +2.2% | -17.8% | +20.0% | +5.9% |
| 30D | +0.3% | -3.2% | +3.6% | +0.6% |
| 3M | -17.9% | -19.0% | +1.0% | -15.2% |
| 6M | -3.4% | +17.7% | -21.1% | -7.4% |
| YTD | -0.1% | -7.8% | +7.7% | -0.4% |
| 1Y | +13.4% | -1.4% | +14.8% | +11.1% |
| All | +37.7% | +123.2% | -85.6% | +9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling