+287.1%
PCAR vs LII
+169.1%
+118.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.1% |
| 7D | +4.9% | +2.9% | +2.0% | +3.7% |
| 30D | -1.4% | +0.9% | -2.3% | -2.1% |
| 3M | -18.1% | -15.5% | -2.6% | -12.8% |
| 6M | -4.0% | -30.2% | +26.2% | +8.9% |
| YTD | -1.5% | -26.8% | +25.4% | +8.8% |
| 1Y | +13.2% | -25.3% | +38.5% | +23.8% |
| 3Y | +35.8% | -7.8% | +43.5% | +31.1% |
| 5Y | +114.6% | +17.0% | +97.7% | +81.8% |
| All | +287.1% | +169.1% | +118.0% | +130.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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