+113.3%
PCAR vs S
-67.7%
+181.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.4% |
| 3M | -19.1% | +5.4% | -24.5% | -19.7% |
| 6M | -6.8% | +41.2% | -48.0% | -9.6% |
| YTD | -2.5% | +56.2% | -58.7% | -6.4% |
| 1Y | +9.7% | +36.3% | -26.6% | +6.2% |
| 3Y | +34.0% | +49.4% | -15.5% | +27.9% |
| 5Y | +113.3% | -66.9% | +180.2% | +106.3% |
| All | +113.3% | -67.7% | +181.1% | +106.3% |
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