+367.9%
PCAR vs LVS
+0.3%
+367.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.1% |
| 7D | -0.2% | -2.7% | +2.5% | +0.5% |
| 30D | -6.9% | -4.7% | -2.2% | -5.8% |
| 3M | +2.1% | -15.6% | +17.7% | +6.4% |
| 6M | +1.6% | -18.6% | +20.2% | +6.4% |
| YTD | +12.2% | -32.3% | +44.5% | +22.8% |
| 1Y | +28.0% | -18.0% | +46.1% | +32.5% |
| 3Y | +61.0% | -5.8% | +66.8% | +57.0% |
| 5Y | +163.9% | +5.7% | +158.2% | +137.4% |
| 10Y | +367.9% | 0.0% | +367.9% | +306.4% |
| All | +367.9% | +0.3% | +367.6% | +306.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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