+543.0%
XYZ vs PCAR
+356.7%
+186.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -3.1% |
| 7D | +9.2% | +2.2% | +7.1% | +8.0% |
| 30D | +9.8% | -4.4% | +14.2% | +13.3% |
| 3M | -0.2% | -21.4% | +21.2% | +16.8% |
| 6M | +18.0% | -7.3% | +25.3% | +23.0% |
| YTD | +29.1% | -3.8% | +32.9% | +30.6% |
| 1Y | +14.1% | +6.3% | +7.8% | +7.6% |
| 3Y | +72.6% | +34.4% | +38.3% | +36.0% |
| 5Y | -64.6% | +109.2% | -173.8% | -79.0% |
| 10Y | +590.0% | +312.9% | +277.1% | +159.6% |
| All | +543.0% | +356.7% | +186.3% | +127.5% |
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