+364.4%
PCAR vs PPL
+54.8%
+309.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.5% | +2.7% | -3.2% | -1.5% |
| 30D | -6.2% | +0.5% | -6.7% | -6.4% |
| 3M | +5.9% | +0.7% | +5.2% | +5.4% |
| 6M | +0.4% | -7.6% | +8.0% | +3.1% |
| YTD | +14.8% | +1.8% | +13.0% | +13.5% |
| 1Y | +30.1% | -0.8% | +30.9% | +29.7% |
| 3Y | +66.7% | +56.9% | +9.8% | +37.4% |
| 5Y | +166.1% | +39.5% | +126.6% | +128.2% |
| All | +364.4% | +54.8% | +309.6% | +263.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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