+35.8%
PCAR vs KEEL
+53.7%
-17.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.6% | +4.9% | +0.6% |
| 7D | +4.9% | -0.5% | +5.5% | +5.0% |
| 30D | -1.4% | -27.1% | +25.6% | 0.0% |
| 3M | -18.1% | -43.8% | +25.7% | -16.0% |
| 6M | -4.0% | -55.2% | +51.2% | -1.1% |
| YTD | -1.5% | -20.9% | +19.4% | -3.4% |
| 1Y | +13.2% | -28.5% | +41.6% | +11.2% |
| 3Y | +35.8% | +66.1% | -30.3% | +28.8% |
| All | +35.8% | +53.7% | -17.9% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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