+67.6%
PCAR vs LVS
-8.9%
+76.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -0.5% | -1.5% | +1.0% | -0.2% |
| 30D | -6.2% | -3.2% | -3.0% | -5.5% |
| 3M | +5.9% | -12.0% | +17.9% | +9.1% |
| 6M | +0.4% | -19.9% | +20.3% | +5.6% |
| YTD | +14.8% | -30.6% | +45.5% | +24.9% |
| 1Y | +30.1% | -17.7% | +47.8% | +34.2% |
| All | +67.6% | -8.9% | +76.5% | +55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling