+172.3%
PCAR vs O
+13.2%
+159.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.6% |
| 3M | +5.9% | +3.8% | +2.1% | +4.3% |
| 6M | +0.4% | -4.7% | +5.1% | +1.9% |
| YTD | +14.8% | +12.5% | +2.3% | +9.9% |
| 1Y | +30.1% | +10.8% | +19.3% | +25.1% |
| 3Y | +66.6% | +28.8% | +37.9% | +49.4% |
| All | +172.3% | +13.2% | +159.1% | +158.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling