+294.0%
PCAR vs M
-4.2%
+298.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.6% | +2.2% | -1.5% |
| 7D | +0.1% | -4.3% | +4.3% | +0.9% |
| 30D | -4.6% | +1.3% | -5.8% | -4.9% |
| 3M | -22.6% | -7.4% | -15.2% | -21.7% |
| 6M | -12.0% | +18.3% | -30.3% | -15.2% |
| YTD | -6.1% | +7.6% | -13.7% | -8.2% |
| 1Y | +6.3% | +17.4% | -11.1% | +2.1% |
| 3Y | +31.8% | +108.4% | -76.6% | +9.4% |
| 5Y | +104.2% | -10.6% | +114.8% | +88.3% |
| All | +294.0% | -4.2% | +298.1% | +204.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling