+294.0%
PCAR vs RF
+279.4%
+14.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.1% | -2.3% |
| 7D | +0.1% | -0.9% | +1.0% | +0.5% |
| 30D | -4.6% | +6.0% | -10.6% | -6.8% |
| 3M | -22.6% | -8.9% | -13.7% | -19.6% |
| 6M | -12.0% | +2.3% | -14.3% | -12.9% |
| YTD | -6.1% | +7.6% | -13.7% | -9.1% |
| 1Y | +6.3% | +21.2% | -14.8% | -1.8% |
| 3Y | +31.8% | +108.5% | -76.7% | -2.5% |
| 5Y | +104.2% | +43.2% | +60.9% | +69.5% |
| All | +294.0% | +279.4% | +14.6% | +111.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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