+106.6%
PCAR vs S
-67.4%
+174.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.0% | -2.5% |
| 7D | +0.1% | -13.4% | +13.5% | +0.9% |
| 30D | -4.6% | -14.0% | +9.4% | -3.8% |
| 3M | -22.6% | +4.9% | -27.4% | -23.1% |
| 6M | -12.0% | +42.0% | -54.0% | -14.6% |
| YTD | -6.1% | +45.1% | -51.2% | -9.4% |
| 1Y | +6.3% | +33.1% | -26.7% | +3.1% |
| 3Y | +31.8% | +40.6% | -8.8% | +26.5% |
| All | +106.6% | -67.4% | +174.0% | +99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling