+152.8%
PCAR vs S
-56.8%
+209.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | +0.1% |
| 7D | -0.5% | -7.7% | +7.2% | -0.1% |
| 30D | -6.2% | -5.3% | -0.9% | -6.1% |
| 3M | +5.9% | +20.3% | -14.4% | +4.5% |
| 6M | +0.4% | +47.4% | -47.0% | -2.4% |
| YTD | +14.8% | +32.5% | -17.7% | +12.2% |
| 1Y | +30.1% | +9.5% | +20.6% | +28.5% |
| 3Y | +66.7% | +15.5% | +51.1% | +63.0% |
| 5Y | +166.1% | -71.2% | +237.3% | +156.4% |
| All | +152.8% | -56.8% | +209.6% | +151.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling