+293.0%
PCAR vs RUN
+133.0%
+159.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.4% | +6.1% | +3.9% |
| 7D | +2.9% | +18.1% | -15.2% | +1.4% |
| 30D | -2.1% | +27.5% | -29.6% | -4.3% |
| 3M | -20.4% | -4.5% | -15.8% | -20.4% |
| 6M | -7.0% | -33.3% | +26.4% | -4.7% |
| YTD | -2.6% | -47.1% | +44.4% | +0.2% |
| 1Y | +9.8% | -43.1% | +52.9% | +12.0% |
| 3Y | +37.3% | -3.0% | +40.2% | +19.8% |
| 5Y | +116.4% | -82.6% | +199.0% | +114.1% |
| 10Y | +293.0% | +103.3% | +189.6% | +164.4% |
| All | +293.0% | +133.0% | +159.9% | +164.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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