+362.4%
PCAR vs KR
+129.5%
+232.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.2% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | -6.4% | +5.1% | -11.4% | -6.9% |
| 3M | +4.7% | -8.2% | +12.8% | +5.5% |
| 6M | +4.5% | -18.0% | +22.5% | +6.5% |
| YTD | +13.0% | -4.8% | +17.8% | +12.9% |
| 1Y | +23.6% | -11.0% | +34.6% | +24.4% |
| 3Y | +60.7% | +37.7% | +23.1% | +50.3% |
| 5Y | +164.5% | +52.8% | +111.7% | +141.6% |
| All | +362.4% | +129.5% | +232.9% | +291.5% |
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