+367.3%
PCAR vs O
+50.6%
+316.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.4% |
| 7D | -0.5% | -0.7% | +0.2% | -0.3% |
| 30D | -6.2% | -1.9% | -4.3% | -5.7% |
| 3M | +5.9% | +3.8% | +2.1% | +4.5% |
| 6M | +0.4% | -4.7% | +5.1% | +1.8% |
| YTD | +14.8% | +12.5% | +2.3% | +10.3% |
| 1Y | +30.1% | +10.8% | +19.3% | +25.5% |
| 3Y | +66.6% | +28.8% | +37.9% | +51.6% |
| 5Y | +166.1% | +13.2% | +152.9% | +151.2% |
| All | +367.3% | +50.6% | +316.7% | +305.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling