+172.3%
PCAR vs RUN
-80.5%
+252.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -0.5% | +1.3% | -1.8% | -0.6% |
| 30D | -6.2% | -15.3% | +9.0% | -5.4% |
| 3M | +5.9% | -40.0% | +45.9% | +8.9% |
| 6M | +0.4% | -27.0% | +27.4% | +1.7% |
| YTD | +14.8% | -51.7% | +66.5% | +18.2% |
| 1Y | +30.1% | -45.9% | +76.0% | +32.3% |
| 3Y | +66.7% | -43.8% | +110.4% | +56.3% |
| All | +172.3% | -80.5% | +252.7% | +163.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling