+94.2%
PCAR vs KVUE
-20.4%
+114.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -1.6% | -5.1% | +3.5% | -0.9% |
| 30D | -6.4% | -6.3% | 0.0% | -5.6% |
| 3M | +4.7% | -0.5% | +5.2% | +4.7% |
| 6M | +4.5% | +3.1% | +1.4% | +4.0% |
| YTD | +13.0% | +6.7% | +6.3% | +12.0% |
| 1Y | +23.6% | -1.1% | +24.7% | +23.9% |
| 3Y | +60.7% | -8.7% | +69.5% | +60.6% |
| All | +94.2% | -20.4% | +114.6% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KVUE.
Daily Out/Under-Performance
Portfolio return minus KVUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVUE 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 KVUE 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