+293.0%
PCAR vs KEY
+121.9%
+171.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.7% | +1.0% | +2.7% |
| 7D | +2.9% | -0.4% | +3.3% | +3.1% |
| 30D | -2.1% | +7.2% | -9.3% | -4.5% |
| 3M | -20.4% | -4.9% | -15.5% | -19.0% |
| 6M | -7.0% | +1.1% | -8.0% | -7.3% |
| YTD | -2.6% | +6.8% | -9.5% | -4.9% |
| 1Y | +9.8% | +23.3% | -13.5% | +2.0% |
| 3Y | +37.3% | +126.1% | -88.8% | +2.0% |
| 5Y | +116.4% | +15.2% | +101.2% | +93.7% |
| 10Y | +293.0% | +113.6% | +179.4% | +164.1% |
| All | +293.0% | +121.9% | +171.1% | +164.1% |
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