+164.2%
PCAR vs KNX
+41.5%
+122.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.2% | +0.4% |
| 7D | -1.6% | -0.5% | -1.1% | -1.4% |
| 30D | -7.3% | +1.0% | -8.3% | -7.7% |
| 3M | +7.8% | -12.6% | +20.5% | +12.4% |
| 6M | +3.6% | +21.1% | -17.5% | -4.2% |
| YTD | +12.9% | +33.2% | -20.3% | +0.7% |
| 1Y | +27.3% | +67.8% | -40.5% | +4.0% |
| 3Y | +61.9% | +37.3% | +24.6% | +38.2% |
| 5Y | +164.2% | +41.1% | +123.1% | +118.1% |
| All | +164.2% | +41.5% | +122.7% | +118.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 5y: compounded portfolio wealth divided by compounded KNX 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…
5y analysis · Full analysis span regression · 6 months rolling