+1,006.8%
PCAR vs LVS
+69.2%
+937.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.6% |
| 3M | +5.9% | -12.0% | +17.9% | +8.7% |
| 6M | +0.4% | -19.9% | +20.3% | +4.9% |
| YTD | +14.8% | -30.6% | +45.5% | +23.3% |
| 1Y | +30.1% | -17.7% | +47.8% | +34.0% |
| 3Y | +66.7% | -14.2% | +80.9% | +67.4% |
| 5Y | +166.1% | +9.6% | +156.5% | +143.0% |
| 10Y | +353.7% | +5.7% | +348.0% | +300.4% |
| All | +1,006.8% | +69.2% | +937.6% | +622.7% |
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