+584.9%
XYZ vs PCAR
+288.5%
+296.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.6% |
| 7D | -1.1% | +4.9% | -6.0% | -4.2% |
| 30D | +11.5% | -1.4% | +12.9% | +12.9% |
| 3M | +1.8% | -18.1% | +19.9% | +16.4% |
| 6M | +21.2% | -4.0% | +25.2% | +23.5% |
| YTD | +29.9% | -1.5% | +31.4% | +29.3% |
| 1Y | +35.8% | +13.2% | +22.6% | +22.2% |
| 3Y | +62.6% | +35.8% | +26.8% | +25.6% |
| 5Y | -62.8% | +114.6% | -177.4% | -79.0% |
| All | +584.9% | +288.5% | +296.3% | +144.3% |
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