+5,988.8%
PCAR vs KMX
+368.0%
+5,620.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -1.9% |
| 7D | +0.1% | -7.4% | +7.4% | +1.8% |
| 30D | -4.6% | -3.4% | -1.2% | -4.0% |
| 3M | -22.6% | -11.3% | -11.2% | -20.7% |
| 6M | -12.0% | +30.6% | -42.5% | -17.8% |
| YTD | -6.1% | +33.2% | -39.3% | -13.5% |
| 1Y | +6.3% | +66.7% | -60.4% | -7.0% |
| 3Y | +31.8% | -22.1% | +53.8% | +32.7% |
| 5Y | +104.2% | -66.7% | +170.9% | +138.7% |
| 10Y | +302.9% | +1.9% | +301.0% | +253.3% |
| All | +5,988.8% | +368.0% | +5,620.8% | +4,481.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling