+35.8%
PCAR vs KEY
+127.6%
-91.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | +4.9% | +2.9% | +2.0% | +3.7% |
| 30D | -1.4% | +8.4% | -9.9% | -4.7% |
| 3M | -18.1% | -5.8% | -12.4% | -16.2% |
| 6M | -4.0% | +5.4% | -9.5% | -6.0% |
| YTD | -1.5% | +7.1% | -8.5% | -4.3% |
| 1Y | +13.2% | +26.8% | -13.6% | +3.0% |
| 3Y | +35.8% | +128.7% | -92.9% | +8.0% |
| All | +35.8% | +127.6% | -91.8% | +8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling