+293.0%
PCAR vs Z
-11.7%
+304.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.8% | -0.1% | +3.2% |
| 7D | +2.9% | -5.2% | +8.1% | +3.6% |
| 30D | -2.1% | +5.7% | -7.9% | -3.1% |
| 3M | -20.4% | -8.7% | -11.6% | -19.8% |
| 6M | -7.0% | -26.0% | +19.0% | -4.0% |
| YTD | -2.6% | -55.0% | +52.4% | +6.8% |
| 1Y | +9.8% | -58.0% | +67.8% | +21.4% |
| 3Y | +37.3% | -15.2% | +52.4% | +35.1% |
| 5Y | +116.4% | -53.8% | +170.3% | +122.6% |
| 10Y | +293.0% | -14.5% | +307.5% | +234.5% |
| All | +293.0% | -11.7% | +304.6% | +234.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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