+114.7%
PCAR vs S
-49.1%
+163.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +3.8% | +1.4% | +2.4% | +3.7% |
| 30D | -2.0% | -10.8% | +8.8% | -1.5% |
| 3M | -19.1% | +5.4% | -24.5% | -19.6% |
| 6M | -6.8% | +41.2% | -48.0% | -9.1% |
| YTD | -2.5% | +56.2% | -58.7% | -5.8% |
| 1Y | +9.7% | +36.3% | -26.6% | +6.7% |
| 3Y | +34.0% | +49.4% | -15.5% | +29.1% |
| 5Y | +113.3% | -66.9% | +180.2% | +103.3% |
| All | +114.7% | -49.1% | +163.8% | +110.8% |
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