+361.8%
PCAR vs KWEB
-20.2%
+382.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +1.9% | +0.8% |
| 7D | -1.6% | -4.3% | +2.7% | -0.9% |
| 30D | -7.3% | -13.0% | +5.7% | -5.2% |
| 3M | +7.8% | -7.6% | +15.4% | +9.0% |
| 6M | +3.6% | -21.1% | +24.7% | +7.4% |
| YTD | +12.9% | -28.2% | +41.1% | +18.7% |
| 1Y | +27.3% | -34.9% | +62.2% | +35.9% |
| 3Y | +61.9% | -0.8% | +62.6% | +57.9% |
| 5Y | +164.2% | -43.6% | +207.7% | +179.4% |
| All | +361.8% | -20.2% | +382.1% | +305.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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