+168.2%
PCAR vs LVS
+4.5%
+163.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.6% |
| 7D | 0.0% | +0.3% | -0.3% | 0.0% |
| 30D | -7.7% | -3.9% | -3.8% | -7.0% |
| 3M | +3.7% | -12.9% | +16.6% | +6.5% |
| 6M | +2.3% | -16.9% | +19.2% | +5.8% |
| YTD | +12.8% | -31.2% | +44.0% | +21.1% |
| 1Y | +27.8% | -16.4% | +44.2% | +30.9% |
| 3Y | +61.8% | -4.4% | +66.2% | +57.2% |
| 5Y | +168.2% | +6.7% | +161.5% | +148.1% |
| All | +168.2% | +4.5% | +163.7% | +148.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling