+15,068.3%
PCAR vs KR
+4,491.2%
+10,577.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | -0.5% | +1.5% | -2.0% | -0.9% |
| 30D | -6.2% | +4.1% | -10.3% | -7.2% |
| 3M | +5.9% | -5.2% | +11.1% | +6.9% |
| 6M | +0.4% | -12.8% | +13.2% | +2.9% |
| YTD | +14.8% | -4.6% | +19.4% | +14.8% |
| 1Y | +30.1% | -11.7% | +41.8% | +32.3% |
| 3Y | +66.7% | +36.3% | +30.4% | +48.8% |
| 5Y | +166.1% | +40.0% | +126.1% | +131.0% |
| 10Y | +353.7% | +122.2% | +231.5% | +225.8% |
| All | +15,068.3% | +4,491.2% | +10,577.1% | +4,627.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling