+114.0%
PCAR vs EXPE
+44.3%
+69.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.1% | -1.8% |
| 7D | +2.1% | -4.2% | +6.3% | +3.0% |
| 30D | -1.2% | -4.5% | +3.3% | -0.7% |
| 3M | -18.6% | -19.7% | +1.1% | -15.4% |
| 6M | -5.1% | +18.3% | -23.4% | -9.4% |
| YTD | -1.8% | -7.3% | +5.6% | -2.5% |
| 1Y | +10.6% | -3.9% | +14.5% | +8.8% |
| 3Y | +34.9% | +123.0% | -88.1% | +6.2% |
| 5Y | +114.0% | +47.9% | +66.0% | +77.1% |
| All | +114.0% | +44.3% | +69.7% | +77.1% |
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