+106.6%
PCAR vs PSX
+274.8%
-168.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.3% |
| 7D | +0.1% | -13.1% | +13.2% | +3.5% |
| 30D | -4.6% | -9.5% | +5.0% | -2.5% |
| 3M | -22.6% | +20.2% | -42.8% | -26.8% |
| 6M | -12.0% | +44.9% | -56.9% | -21.3% |
| YTD | -6.1% | +94.4% | -100.5% | -24.1% |
| 1Y | +6.3% | +83.1% | -76.7% | -12.5% |
| 3Y | +31.8% | +132.2% | -100.4% | -0.4% |
| All | +106.6% | +274.8% | -168.2% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling