+13,096.5%
PCAR vs KR
+5,345.4%
+7,751.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +2.1% |
| 7D | +2.2% | +0.8% | +1.4% | +2.0% |
| 30D | +0.3% | +11.1% | -10.7% | -2.3% |
| 3M | -17.9% | +24.4% | -42.3% | -22.4% |
| 6M | -3.4% | +8.5% | -11.9% | -6.0% |
| YTD | -0.1% | +13.1% | -13.2% | -4.3% |
| 1Y | +13.4% | +9.3% | +4.1% | +9.4% |
| 3Y | +37.2% | +69.3% | -32.1% | +15.9% |
| 5Y | +117.3% | +83.2% | +34.1% | +76.4% |
| 10Y | +295.0% | +154.6% | +140.4% | +174.8% |
| All | +13,096.5% | +5,345.4% | +7,751.1% | +3,837.4% |
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