+12.2%
PCAR vs PSX
+97.5%
-85.3%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.5% | +8.6% | +3.9% |
| 7D | +3.7% | -5.2% | +8.8% | +3.5% |
| 30D | -2.9% | -3.7% | +0.8% | -3.0% |
| 3M | -21.7% | +26.8% | -48.5% | -21.2% |
| 6M | -6.6% | +47.3% | -54.0% | -5.9% |
| YTD | -2.2% | +105.4% | -107.7% | -7.5% |
| 1Y | +12.2% | +96.9% | -84.7% | +7.9% |
| All | +12.2% | +97.5% | -85.3% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 1y: compounded portfolio wealth divided by compounded PSX 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…
1y analysis · Full analysis span regression · 6 months rolling