+6.3%
PCAR vs LII
-29.2%
+35.6%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.5% | -1.8% |
| 7D | +0.1% | -0.6% | +0.7% | +0.3% |
| 30D | -4.6% | -4.6% | 0.0% | -3.4% |
| 3M | -22.6% | -21.2% | -1.4% | -16.3% |
| 6M | -12.0% | -36.4% | +24.5% | +1.2% |
| YTD | -6.1% | -28.9% | +22.8% | +1.6% |
| 1Y | +6.3% | -29.5% | +35.9% | +15.3% |
| All | +6.3% | -29.2% | +35.6% | +15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling