+168.2%
PCAR vs PSX
+349.1%
-180.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.2% |
| 7D | 0.0% | +2.8% | -2.8% | -0.7% |
| 30D | -7.7% | +27.8% | -35.5% | -13.7% |
| 3M | +3.7% | +42.0% | -38.3% | -6.0% |
| 6M | +2.3% | +58.1% | -55.8% | -10.8% |
| YTD | +12.8% | +105.0% | -92.2% | -9.5% |
| 1Y | +27.8% | +104.9% | -77.2% | +2.2% |
| 3Y | +61.8% | +134.1% | -72.3% | +22.7% |
| 5Y | +168.2% | +363.8% | -195.6% | +65.0% |
| All | +168.2% | +349.1% | -180.9% | +65.0% |
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