+114.4%
PCAR vs S
-48.9%
+163.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.0% | -4.4% | +3.2% |
| 7D | +2.9% | +1.6% | +1.4% | +2.8% |
| 30D | -2.1% | -10.5% | +8.3% | -1.7% |
| 3M | -20.4% | +9.9% | -30.3% | -21.1% |
| 6M | -7.0% | +41.8% | -48.7% | -9.3% |
| YTD | -2.6% | +56.8% | -59.4% | -6.0% |
| 1Y | +9.8% | +39.0% | -29.2% | +6.7% |
| 3Y | +37.3% | +53.8% | -16.6% | +32.1% |
| 5Y | +116.4% | -68.6% | +185.0% | +105.7% |
| All | +114.4% | -48.9% | +163.2% | +110.4% |
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