+285.9%
PCAR vs KR
+155.5%
+130.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.1% | -1.7% |
| 7D | +2.1% | +0.5% | +1.5% | +2.0% |
| 30D | -1.2% | +14.9% | -16.1% | -2.7% |
| 3M | -18.6% | +25.4% | -44.0% | -20.7% |
| 6M | -5.1% | +9.3% | -14.4% | -6.3% |
| YTD | -1.8% | +13.7% | -15.4% | -3.8% |
| 1Y | +10.6% | +9.2% | +1.5% | +8.8% |
| 3Y | +34.9% | +70.1% | -35.2% | +23.1% |
| 5Y | +114.0% | +82.5% | +31.5% | +91.8% |
| All | +285.9% | +155.5% | +130.4% | +219.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling