+828.2%
PCAR vs EXPE
+727.6%
+100.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.9% | +2.4% | -1.0% |
| 7D | +0.1% | -9.3% | +9.4% | +2.5% |
| 30D | -4.6% | +0.1% | -4.7% | -5.2% |
| 3M | -22.6% | -15.3% | -7.3% | -19.6% |
| 6M | -12.0% | +5.5% | -17.4% | -15.0% |
| YTD | -6.1% | -8.0% | +1.9% | -7.4% |
| 1Y | +6.3% | +18.9% | -12.6% | -3.5% |
| 3Y | +31.8% | +135.5% | -103.7% | -6.7% |
| 5Y | +104.2% | +44.3% | +59.9% | +58.4% |
| 10Y | +302.9% | +117.7% | +185.2% | +139.0% |
| All | +828.2% | +727.6% | +100.6% | +114.2% |
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