+172.3%
PCAR vs EXPE
+111.8%
+60.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.8% | +0.5% |
| 7D | -0.5% | -9.5% | +9.0% | +1.4% |
| 30D | -6.2% | -6.6% | +0.4% | -5.1% |
| 3M | +5.9% | +31.4% | -25.5% | -0.3% |
| 6M | +0.4% | +35.2% | -34.8% | -6.7% |
| YTD | +14.8% | +5.8% | +9.0% | +11.6% |
| 1Y | +30.1% | +38.7% | -8.6% | +18.4% |
| 3Y | +66.6% | +175.8% | -109.1% | +27.3% |
| All | +172.3% | +111.8% | +60.5% | +113.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling