+1,060.1%
PCAR vs LYV
+1,445.4%
-385.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -0.2% | -5.3% | +5.1% | +1.5% |
| 30D | -6.9% | -7.9% | +1.0% | -4.6% |
| 3M | +2.1% | +4.5% | -2.4% | +0.4% |
| 6M | +1.6% | +2.5% | -0.9% | +0.2% |
| YTD | +12.2% | +19.3% | -7.1% | +5.3% |
| 1Y | +28.0% | -0.2% | +28.2% | +26.1% |
| 3Y | +61.0% | +110.0% | -49.0% | +24.0% |
| 5Y | +163.9% | +96.8% | +67.1% | +98.2% |
| 10Y | +367.9% | +559.9% | -192.0% | +112.3% |
| All | +1,060.1% | +1,445.4% | -385.3% | +284.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling