+63.2%
PYPL vs PCAR
+260.2%
-197.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.7% |
| 7D | +3.9% | +0.1% | +3.8% | +3.9% |
| 30D | +7.8% | -4.6% | +12.4% | +10.3% |
| 3M | -0.7% | -22.6% | +21.9% | +12.8% |
| 6M | +28.8% | -12.0% | +40.7% | +36.2% |
| YTD | +2.4% | -6.1% | +8.5% | +3.3% |
| 1Y | -9.6% | +6.3% | -15.9% | -14.9% |
| 3Y | +9.7% | +31.8% | -22.1% | -10.0% |
| 5Y | -73.5% | +104.2% | -177.6% | -83.0% |
| 10Y | +46.5% | +302.9% | -256.5% | -37.3% |
| All | +63.2% | +260.2% | -197.1% | -19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling