+359.1%
PCAR vs O
+50.0%
+309.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | 0.0% | -0.6% | +0.6% | +0.2% |
| 30D | -7.7% | -2.0% | -5.8% | -7.2% |
| 3M | +3.7% | +3.0% | +0.7% | +2.6% |
| 6M | +2.3% | -3.6% | +6.0% | +3.3% |
| YTD | +12.8% | +12.1% | +0.7% | +8.5% |
| 1Y | +27.8% | +8.9% | +18.9% | +24.0% |
| 3Y | +61.8% | +30.3% | +31.5% | +46.6% |
| 5Y | +168.2% | +13.7% | +154.5% | +152.8% |
| 10Y | +359.1% | +50.3% | +308.8% | +298.6% |
| All | +359.1% | +50.0% | +309.1% | +298.6% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded O 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling