+344.6%
PCAR vs RUN
-31.9%
+376.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.1% |
| 3M | +5.9% | -40.0% | +45.9% | +9.8% |
| 6M | +0.4% | -27.0% | +27.4% | +2.0% |
| YTD | +14.8% | -51.7% | +66.5% | +19.2% |
| 1Y | +30.1% | -45.9% | +76.0% | +33.0% |
| 3Y | +66.7% | -43.8% | +110.4% | +54.3% |
| 5Y | +166.1% | -80.5% | +246.6% | +158.3% |
| 10Y | +353.7% | +45.3% | +308.4% | +237.0% |
| All | +344.6% | -31.9% | +376.5% | +234.3% |
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