+276.4%
PCAR vs RUN
-33.3%
+309.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -10.6% | +10.4% | +0.7% |
| 7D | +3.5% | +0.3% | +3.1% | +3.3% |
| 30D | -2.3% | +14.0% | -16.3% | -3.5% |
| 3M | -19.3% | -11.8% | -7.6% | -18.9% |
| 6M | -7.1% | -40.4% | +33.3% | -4.1% |
| YTD | -2.8% | -52.7% | +49.9% | +0.8% |
| 1Y | +9.3% | -52.5% | +61.8% | +13.0% |
| 3Y | +33.5% | -7.7% | +41.2% | +18.1% |
| 5Y | +112.6% | -83.9% | +196.5% | +110.3% |
| 10Y | +276.9% | +84.9% | +192.0% | +176.2% |
| All | +276.4% | -33.3% | +309.7% | +182.5% |
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