+172.3%
PCAR vs PL
+82.7%
+89.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.4% | +0.2% |
| 7D | -0.5% | -9.3% | +8.8% | 0.0% |
| 30D | -6.2% | -18.9% | +12.7% | -5.2% |
| 3M | +5.9% | -58.4% | +64.3% | +10.4% |
| 6M | +0.4% | -30.3% | +30.7% | +1.0% |
| YTD | +14.8% | -8.1% | +22.9% | +13.2% |
| 1Y | +30.1% | +180.5% | -150.4% | +17.9% |
| 3Y | +66.7% | +444.1% | -377.5% | +36.8% |
| All | +172.3% | +82.7% | +89.6% | +132.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling