+12,813.1%
PCAR vs PPL
+2,153.2%
+10,659.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | +3.7% | +1.8% | +1.9% | +2.8% |
| 30D | -2.9% | +8.4% | -11.3% | -6.4% |
| 3M | -21.7% | +2.4% | -24.1% | -22.6% |
| 6M | -6.6% | -4.0% | -2.7% | -5.4% |
| YTD | -2.2% | +4.5% | -6.7% | -4.8% |
| 1Y | +12.2% | +1.7% | +10.5% | +10.5% |
| 3Y | +36.5% | +55.5% | -19.0% | +9.6% |
| 5Y | +113.5% | +47.0% | +66.5% | +74.1% |
| 10Y | +319.4% | +62.4% | +257.1% | +209.5% |
| All | +12,813.1% | +2,153.2% | +10,659.9% | +3,113.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling