+336.4%
PCAR vs P
+449.6%
-113.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -16.4% | +14.8% | +0.7% |
| 7D | +2.2% | -31.9% | +34.1% | +7.3% |
| 30D | -4.4% | -36.5% | +32.1% | +1.0% |
| 3M | -21.4% | +11.6% | -33.0% | -24.0% |
| 6M | -7.3% | +25.2% | -32.5% | -12.9% |
| YTD | -3.8% | +39.4% | -43.2% | -11.6% |
| 1Y | +6.3% | -3.7% | +10.0% | +2.1% |
| 3Y | +34.4% | +167.3% | -132.9% | +3.9% |
| 5Y | +109.2% | +237.3% | -128.1% | +51.2% |
| 10Y | +312.9% | +698.6% | -385.7% | +149.4% |
| All | +336.4% | +449.6% | -113.2% | +163.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling