+98.4%
PCAR vs PL
+28.1%
+70.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +10.4% | -12.8% | -2.9% |
| 7D | +0.1% | -6.8% | +6.9% | +0.3% |
| 30D | -4.6% | -29.3% | +24.7% | -3.0% |
| 3M | -22.6% | -44.8% | +22.2% | -20.3% |
| 6M | -12.0% | -68.4% | +56.4% | -7.3% |
| YTD | -6.1% | -36.4% | +30.3% | -5.9% |
| 1Y | +6.3% | +0.7% | +5.6% | +3.0% |
| 3Y | +31.8% | +455.3% | -423.5% | +7.4% |
| 5Y | +104.2% | +22.7% | +81.5% | +75.5% |
| All | +98.4% | +28.1% | +70.3% | +68.5% |
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