+103.3%
PCAR vs PL
+16.0%
+87.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -10.1% | +8.6% | -1.0% |
| 7D | +2.2% | -20.5% | +22.7% | +3.3% |
| 30D | -4.4% | -38.8% | +34.4% | -2.1% |
| 3M | -21.4% | -49.1% | +27.7% | -18.8% |
| 6M | -7.3% | -69.4% | +62.0% | -2.2% |
| YTD | -3.8% | -42.3% | +38.6% | -3.1% |
| 1Y | +6.3% | -14.2% | +20.5% | +4.0% |
| 3Y | +34.4% | +398.7% | -364.3% | +10.2% |
| 5Y | +109.2% | +11.1% | +98.1% | +80.8% |
| All | +103.3% | +16.0% | +87.3% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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