+7,345.4%
PCAR vs KMX
+475.4%
+6,870.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | -0.1% |
| 7D | -0.5% | +1.9% | -2.4% | -0.9% |
| 30D | -6.2% | +11.7% | -17.9% | -8.6% |
| 3M | +5.9% | +34.9% | -29.0% | -1.5% |
| 6M | +0.4% | +50.3% | -49.9% | -9.4% |
| YTD | +14.8% | +63.8% | -49.0% | +1.2% |
| 1Y | +30.1% | +3.8% | +26.3% | +25.1% |
| 3Y | +66.7% | -24.3% | +90.9% | +68.6% |
| 5Y | +166.1% | -50.2% | +216.4% | +184.3% |
| 10Y | +353.7% | +5.4% | +348.3% | +294.5% |
| All | +7,345.4% | +475.4% | +6,870.0% | +5,263.0% |
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