+294.0%
PCAR vs KEY
+120.9%
+173.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.2% |
| 7D | +0.1% | -1.3% | +1.3% | +0.5% |
| 30D | -4.6% | +5.1% | -9.7% | -6.2% |
| 3M | -22.6% | -7.1% | -15.5% | -20.6% |
| 6M | -12.0% | -4.4% | -7.6% | -10.6% |
| YTD | -6.1% | +4.0% | -10.1% | -7.5% |
| 1Y | +6.3% | +23.4% | -17.1% | -1.2% |
| 3Y | +31.8% | +113.9% | -82.1% | -0.3% |
| 5Y | +104.2% | +12.3% | +91.8% | +84.3% |
| All | +294.0% | +120.9% | +173.1% | +155.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling