+359.1%
PCAR vs RUN
+46.3%
+312.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.7% | -5.5% | -2.1% |
| 7D | 0.0% | +10.2% | -10.1% | -0.8% |
| 30D | -7.7% | -9.6% | +1.9% | -7.0% |
| 3M | +3.7% | -31.5% | +35.2% | +6.5% |
| 6M | +2.3% | -18.7% | +21.0% | +3.1% |
| YTD | +12.8% | -49.9% | +62.7% | +16.9% |
| 1Y | +27.8% | -45.5% | +73.3% | +30.7% |
| 3Y | +61.8% | -34.1% | +95.9% | +46.6% |
| 5Y | +168.2% | -79.4% | +247.6% | +159.2% |
| 10Y | +359.1% | +48.9% | +310.1% | +215.6% |
| All | +359.1% | +46.3% | +312.7% | +215.6% |
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