+30.1%
PCAR vs KR
-12.5%
+42.6%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.2% |
| 7D | -0.5% | +1.5% | -2.0% | -0.4% |
| 30D | -6.2% | +4.1% | -10.3% | -5.8% |
| 3M | +5.9% | -5.2% | +11.1% | +5.3% |
| 6M | +0.4% | -12.8% | +13.2% | -1.8% |
| YTD | +14.8% | -4.6% | +19.4% | +12.7% |
| 1Y | +30.1% | -11.7% | +41.8% | +28.5% |
| All | +30.1% | -12.5% | +42.6% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 1y: compounded portfolio wealth divided by compounded KR 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…
1y analysis · Full analysis span regression · 6 months rolling