+67.6%
PCAR vs PSX
+140.2%
-72.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -0.5% | +4.5% | -5.1% | -1.7% |
| 30D | -6.2% | +26.6% | -32.8% | -12.3% |
| 3M | +5.9% | +39.3% | -33.4% | -3.9% |
| 6M | +0.4% | +56.8% | -56.4% | -13.3% |
| YTD | +14.8% | +101.8% | -87.0% | -10.1% |
| 1Y | +30.1% | +99.6% | -69.5% | +1.8% |
| All | +67.6% | +140.2% | -72.6% | +24.9% |
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 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