+35.8%
PCAR vs PSX
+157.7%
-121.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.4% | +0.1% |
| 7D | +4.9% | +7.8% | -2.9% | +2.9% |
| 30D | -1.4% | -10.9% | +9.5% | +1.3% |
| 3M | -18.1% | +14.5% | -32.6% | -21.6% |
| 6M | -4.0% | +56.1% | -60.1% | -16.7% |
| YTD | -1.5% | +109.6% | -111.0% | -24.7% |
| 1Y | +13.2% | +95.5% | -82.3% | -11.2% |
| 3Y | +35.8% | +156.2% | -120.4% | -0.3% |
| All | +35.8% | +157.7% | -121.9% | -0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling