+12.2%
PCAR vs LYV
+25.0%
-12.7%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.4% | +1.6% | +3.7% |
| 7D | +3.7% | +6.2% | -2.5% | +2.9% |
| 30D | -2.9% | +7.3% | -10.3% | -3.8% |
| 3M | -21.7% | -0.3% | -21.4% | -21.8% |
| 6M | -6.6% | +16.2% | -22.9% | -8.7% |
| YTD | -2.2% | +28.5% | -30.8% | -3.9% |
| 1Y | +12.2% | +21.5% | -9.3% | +10.3% |
| All | +12.2% | +25.0% | -12.7% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 1y: compounded portfolio wealth divided by compounded LYV 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…
1y analysis · Full analysis span regression · 6 months rolling