+47.2%
PYPL vs PCAR
+326.7%
-279.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.3% | -0.5% |
| 7D | +2.2% | +2.9% | -0.7% | +0.7% |
| 30D | +8.1% | -2.1% | +10.3% | +9.3% |
| 3M | +1.9% | -20.4% | +22.3% | +14.2% |
| 6M | +33.1% | -7.0% | +40.1% | +36.9% |
| YTD | +3.8% | -2.6% | +6.4% | +2.7% |
| 1Y | -8.3% | +9.8% | -18.1% | -15.2% |
| 3Y | +11.9% | +37.3% | -25.4% | -10.6% |
| 5Y | -70.4% | +116.4% | -186.9% | -81.8% |
| 10Y | +47.2% | +293.0% | -245.8% | -32.1% |
| All | +47.2% | +326.7% | -279.5% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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