+15,068.3%
PCAR vs KEY
+1,050.5%
+14,017.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -0.5% | +2.2% | -2.7% | -1.3% |
| 30D | -6.2% | -3.0% | -3.2% | -5.2% |
| 3M | +5.9% | +3.3% | +2.6% | +4.7% |
| 6M | +0.4% | +9.2% | -8.8% | -2.6% |
| YTD | +14.8% | +10.6% | +4.2% | +10.7% |
| 1Y | +30.1% | +20.4% | +9.7% | +21.5% |
| 3Y | +66.7% | +121.8% | -55.2% | +22.1% |
| 5Y | +166.1% | +41.1% | +125.0% | +116.4% |
| 10Y | +353.7% | +168.5% | +185.1% | +165.5% |
| All | +15,068.3% | +1,050.5% | +14,017.8% | +4,427.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling