+163.9%
PCAR vs KR
+36.6%
+127.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.4% |
| 7D | -0.2% | -3.1% | +2.9% | 0.0% |
| 30D | -6.9% | +0.6% | -7.5% | -6.9% |
| 3M | +2.1% | -9.8% | +11.9% | +2.8% |
| 6M | +1.6% | -22.1% | +23.7% | +3.5% |
| YTD | +12.2% | -8.1% | +20.3% | +12.2% |
| 1Y | +28.0% | -14.7% | +42.7% | +28.9% |
| 3Y | +61.0% | +28.6% | +32.4% | +49.4% |
| 5Y | +163.9% | +36.4% | +127.6% | +141.3% |
| All | +163.9% | +36.6% | +127.3% | +141.3% |
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