+285.9%
PCAR vs PSX
+364.5%
-78.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.1% |
| 7D | +2.1% | +6.4% | -4.3% | +0.2% |
| 30D | -1.2% | -10.2% | +9.0% | +1.7% |
| 3M | -18.6% | +17.2% | -35.8% | -22.9% |
| 6M | -5.1% | +51.8% | -56.8% | -17.3% |
| YTD | -1.8% | +108.0% | -109.8% | -23.4% |
| 1Y | +10.6% | +96.1% | -85.5% | -12.2% |
| 3Y | +34.9% | +155.9% | -120.9% | -3.2% |
| 5Y | +114.0% | +306.9% | -192.9% | +28.4% |
| All | +285.9% | +364.5% | -78.6% | +94.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling