+35.8%
PCAR vs RUN
-7.3%
+43.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | +4.9% | -13.5% | +18.5% | +5.7% |
| 30D | -1.4% | +18.3% | -19.7% | -2.4% |
| 3M | -18.1% | -12.5% | -5.7% | -17.8% |
| 6M | -4.0% | -40.3% | +36.3% | -2.1% |
| YTD | -1.5% | -53.1% | +51.6% | +0.7% |
| 1Y | +13.2% | -54.3% | +67.5% | +15.7% |
| 3Y | +35.8% | -6.5% | +42.3% | +21.7% |
| All | +35.8% | -7.3% | +43.1% | +21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling