+837.0%
PCAR vs LVS
+56.9%
+780.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.7% | -0.5% |
| 7D | +3.5% | +6.7% | -3.2% | +2.0% |
| 30D | -2.3% | +13.8% | -16.1% | -5.1% |
| 3M | -19.3% | -9.5% | -9.9% | -17.7% |
| 6M | -7.1% | -22.0% | +14.9% | -2.4% |
| YTD | -2.8% | -35.7% | +32.9% | +6.0% |
| 1Y | +9.3% | -36.7% | +46.0% | +19.5% |
| 3Y | +33.5% | -8.8% | +42.4% | +32.4% |
| 5Y | +112.6% | +9.5% | +103.1% | +94.9% |
| 10Y | +276.9% | -10.9% | +287.9% | +244.8% |
| All | +837.0% | +56.9% | +780.1% | +521.3% |
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 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