+120.0%
PCAR vs S
-48.3%
+168.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +2.3% |
| 7D | +2.2% | +1.2% | +1.0% | +2.1% |
| 30D | +0.3% | -7.3% | +7.7% | +0.6% |
| 3M | -17.9% | +5.9% | -23.8% | -18.5% |
| 6M | -3.4% | +45.6% | -49.0% | -6.0% |
| YTD | -0.1% | +58.5% | -58.6% | -3.6% |
| 1Y | +13.4% | +37.6% | -24.2% | +10.3% |
| 3Y | +37.2% | +51.7% | -14.5% | +32.1% |
| 5Y | +117.3% | -67.5% | +184.8% | +106.7% |
| All | +120.0% | -48.3% | +168.3% | +115.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling