+285.9%
PCAR vs KMX
-3.5%
+289.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.8% | -1.0% |
| 7D | +2.1% | 0.0% | +2.1% | +2.1% |
| 30D | -1.2% | +3.5% | -4.7% | -2.3% |
| 3M | -18.6% | -10.4% | -8.2% | -16.5% |
| 6M | -5.1% | +37.6% | -42.7% | -14.0% |
| YTD | -1.8% | +36.1% | -37.8% | -11.8% |
| 1Y | +10.6% | +52.8% | -42.1% | -3.9% |
| 3Y | +34.9% | -17.0% | +51.9% | +33.8% |
| 5Y | +114.0% | -64.7% | +178.6% | +160.8% |
| All | +285.9% | -3.5% | +289.4% | +217.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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