+117.3%
PCAR vs KR
+82.6%
+34.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +2.3% |
| 7D | +2.2% | +0.8% | +1.4% | +2.1% |
| 30D | +0.3% | +11.1% | -10.7% | -0.6% |
| 3M | -17.9% | +24.4% | -42.3% | -19.4% |
| 6M | -3.4% | +8.5% | -11.9% | -4.3% |
| YTD | -0.1% | +13.1% | -13.2% | -1.9% |
| 1Y | +13.4% | +9.3% | +4.1% | +11.7% |
| 3Y | +37.2% | +69.3% | -32.1% | +22.8% |
| 5Y | +117.3% | +83.2% | +34.1% | +91.5% |
| All | +117.3% | +82.6% | +34.8% | +91.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling