+338.5%
PCAR vs Z
+25.1%
+313.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.4% |
| 7D | -0.5% | -3.0% | +2.5% | -0.1% |
| 30D | -6.2% | -4.2% | -2.0% | -5.9% |
| 3M | +5.9% | -3.7% | +9.6% | +6.0% |
| 6M | +0.4% | -24.5% | +24.9% | +3.6% |
| YTD | +14.8% | -49.3% | +64.1% | +24.6% |
| 1Y | +30.1% | -58.7% | +88.8% | +45.0% |
| 3Y | +66.7% | -34.1% | +100.8% | +70.0% |
| 5Y | +166.1% | -64.5% | +230.7% | +182.4% |
| 10Y | +353.7% | -0.5% | +354.2% | +264.1% |
| All | +338.5% | +25.1% | +313.4% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling