+28.0%
PCAR vs RUN
-48.0%
+76.1%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.0% | -0.3% |
| 7D | -0.2% | -1.8% | +1.6% | -0.1% |
| 30D | -6.9% | -10.8% | +4.0% | -6.3% |
| 3M | +2.1% | -30.2% | +32.3% | +3.9% |
| 6M | +1.6% | -22.3% | +23.9% | +2.4% |
| YTD | +12.2% | -52.2% | +64.4% | +13.9% |
| 1Y | +28.0% | -45.1% | +73.2% | +29.8% |
| All | +28.0% | -48.0% | +76.1% | +29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling