+805.2%
PCAR vs LVS
+56.6%
+748.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.3% |
| 7D | +0.1% | +11.1% | -11.0% | -2.2% |
| 30D | -4.6% | +14.7% | -19.2% | -7.4% |
| 3M | -22.6% | -10.9% | -11.6% | -20.7% |
| 6M | -12.0% | -22.3% | +10.4% | -7.4% |
| YTD | -6.1% | -35.8% | +29.7% | +2.5% |
| 1Y | +6.3% | -33.5% | +39.8% | +15.0% |
| 3Y | +31.8% | -11.7% | +43.5% | +31.6% |
| 5Y | +104.2% | +2.6% | +101.5% | +89.9% |
| 10Y | +302.9% | -11.9% | +314.8% | +269.4% |
| All | +805.2% | +56.6% | +748.6% | +500.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling