+109.2%
PCAR vs LII
+22.0%
+87.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.3% | -0.5% |
| 7D | +2.2% | +0.2% | +2.0% | +2.1% |
| 30D | -4.4% | -4.6% | +0.2% | -3.1% |
| 3M | -21.4% | -21.7% | +0.2% | -14.5% |
| 6M | -7.3% | -32.8% | +25.5% | +5.4% |
| YTD | -3.8% | -27.5% | +23.7% | +5.7% |
| 1Y | +6.3% | -28.0% | +34.3% | +16.9% |
| 3Y | +34.4% | -7.2% | +41.6% | +30.3% |
| 5Y | +109.2% | +22.6% | +86.6% | +73.7% |
| All | +109.2% | +22.0% | +87.2% | +73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling