+420.8%
PCAR vs P
+485.4%
-64.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | 0.0% |
| 7D | -0.5% | +6.5% | -7.1% | -1.4% |
| 30D | -6.2% | +18.8% | -25.1% | -9.0% |
| 3M | +5.9% | +26.7% | -20.9% | +1.4% |
| 6M | +0.4% | +62.2% | -61.8% | -8.1% |
| YTD | +14.8% | +48.5% | -33.7% | +5.9% |
| 1Y | +30.1% | +26.4% | +3.7% | +21.2% |
| 3Y | +66.7% | +159.4% | -92.8% | +31.3% |
| 5Y | +166.1% | +275.8% | -109.7% | +91.6% |
| 10Y | +353.7% | +732.0% | -378.4% | +175.8% |
| All | +420.8% | +485.4% | -64.6% | +215.8% |
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