+109.2%
PCAR vs PPL
+47.7%
+61.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.3% | -1.8% |
| 7D | +2.2% | +1.0% | +1.1% | +1.8% |
| 30D | -4.4% | +6.8% | -11.2% | -6.6% |
| 3M | -21.4% | +3.9% | -25.3% | -22.5% |
| 6M | -7.3% | -2.0% | -5.3% | -6.9% |
| YTD | -3.8% | +5.3% | -9.0% | -6.0% |
| 1Y | +6.3% | +2.2% | +4.1% | +5.0% |
| 3Y | +34.4% | +56.7% | -22.4% | +9.6% |
| 5Y | +109.2% | +49.1% | +60.1% | +69.2% |
| All | +109.2% | +47.7% | +61.5% | +69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling