+294.0%
PCAR vs P
+713.7%
-419.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.5% | -6.0% | -2.9% |
| 7D | +0.1% | -23.8% | +23.9% | +3.6% |
| 30D | -4.6% | -36.6% | +32.1% | +1.2% |
| 3M | -22.6% | +10.9% | -33.4% | -25.2% |
| 6M | -12.0% | +30.0% | -42.0% | -18.0% |
| YTD | -6.1% | +44.4% | -50.5% | -14.7% |
| 1Y | +6.3% | +3.9% | +2.4% | +0.7% |
| 3Y | +31.8% | +176.6% | -144.8% | -0.8% |
| 5Y | +104.2% | +249.3% | -145.1% | +42.6% |
| All | +294.0% | +713.7% | -419.7% | +129.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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