+31.8%
PCAR vs O
+37.3%
-5.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.2% |
| 7D | +0.1% | +3.7% | -3.6% | -0.9% |
| 30D | -4.6% | +11.2% | -15.8% | -7.1% |
| 3M | -22.6% | -4.0% | -18.6% | -21.9% |
| 6M | -12.0% | -5.2% | -6.7% | -11.0% |
| YTD | -6.1% | +9.5% | -15.6% | -8.2% |
| 1Y | +6.3% | +10.6% | -4.3% | +3.7% |
| 3Y | +31.8% | +38.1% | -6.3% | +17.5% |
| All | +31.8% | +37.3% | -5.5% | +17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling