+11,076.8%
PCAR vs O
+5,241.4%
+5,835.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.0% |
| 7D | +0.1% | +3.7% | -3.6% | -1.6% |
| 30D | -4.6% | +11.2% | -15.8% | -9.3% |
| 3M | -22.6% | -4.0% | -18.6% | -21.1% |
| 6M | -12.0% | -5.2% | -6.7% | -10.0% |
| YTD | -6.1% | +9.5% | -15.6% | -10.5% |
| 1Y | +6.3% | +10.6% | -4.3% | +0.8% |
| 3Y | +31.8% | +38.1% | -6.3% | +10.4% |
| 5Y | +104.2% | +10.2% | +93.9% | +88.7% |
| 10Y | +302.9% | +71.4% | +231.5% | +166.8% |
| All | +11,076.8% | +5,241.4% | +5,835.5% | +1,703.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling