+1,035.0%
PCAR vs EXPE
+851.4%
+183.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.8% | +0.6% |
| 7D | -0.5% | -9.5% | +9.0% | +2.4% |
| 30D | -6.2% | -6.6% | +0.4% | -4.6% |
| 3M | +5.9% | +31.4% | -25.5% | -3.0% |
| 6M | +0.4% | +35.2% | -34.8% | -9.8% |
| YTD | +14.8% | +5.8% | +9.0% | +9.7% |
| 1Y | +30.1% | +38.7% | -8.6% | +13.6% |
| 3Y | +66.7% | +175.8% | -109.1% | +13.0% |
| 5Y | +166.1% | +111.8% | +54.3% | +83.5% |
| 10Y | +353.7% | +179.7% | +174.0% | +150.1% |
| All | +1,035.0% | +851.4% | +183.6% | +153.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling