+54.4%
PYPL vs PCAR
+288.5%
-234.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.5% |
| 7D | +0.1% | +4.9% | -4.9% | -2.4% |
| 30D | +5.7% | -1.4% | +7.1% | +6.4% |
| 3M | -1.9% | -18.1% | +16.2% | +8.4% |
| 6M | +31.8% | -4.0% | +35.8% | +33.4% |
| YTD | +2.4% | -1.5% | +3.9% | +0.8% |
| 1Y | -8.2% | +13.2% | -21.4% | -16.5% |
| 3Y | +10.2% | +35.8% | -25.6% | -11.5% |
| 5Y | -71.2% | +114.6% | -185.9% | -82.3% |
| All | +54.4% | +288.5% | -234.1% | -30.8% |
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