+13,649.8%
PCAR vs KNX
+5,284.4%
+8,365.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.8% | -3.6% | -1.0% |
| 7D | -0.5% | +7.4% | -7.9% | -2.7% |
| 30D | -6.2% | +2.0% | -8.2% | -6.9% |
| 3M | +5.9% | -7.9% | +13.8% | +8.2% |
| 6M | +0.4% | +14.4% | -14.0% | -4.6% |
| YTD | +14.8% | +38.9% | -24.1% | +2.7% |
| 1Y | +30.1% | +65.9% | -35.8% | +9.7% |
| 3Y | +66.7% | +35.8% | +30.8% | +46.3% |
| 5Y | +166.1% | +43.3% | +122.8% | +126.1% |
| 10Y | +353.7% | +179.6% | +174.1% | +198.5% |
| All | +13,649.8% | +5,284.4% | +8,365.3% | +5,684.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling