+263.6%
PCAR vs RUN
-23.6%
+287.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.5% |
| 7D | +0.1% | +33.4% | -33.4% | -2.3% |
| 30D | -4.6% | +31.1% | -35.7% | -6.8% |
| 3M | -22.6% | +6.4% | -29.0% | -23.3% |
| 6M | -12.0% | -22.2% | +10.2% | -11.0% |
| YTD | -6.1% | -45.8% | +39.7% | -3.6% |
| 1Y | +6.3% | -51.1% | +57.4% | +9.6% |
| 3Y | +31.8% | -3.0% | +34.8% | +16.4% |
| 5Y | +104.2% | -82.2% | +186.4% | +100.7% |
| 10Y | +302.9% | +111.9% | +191.0% | +192.2% |
| All | +263.6% | -23.6% | +287.2% | +170.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling