+570.5%
XYZ vs PCAR
+363.9%
+206.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +4.0% | +11.3% | +12.7% |
| 7D | +16.5% | +3.7% | +12.9% | +14.1% |
| 30D | +15.0% | -2.9% | +17.9% | +17.4% |
| 3M | +3.5% | -21.7% | +25.2% | +21.4% |
| 6M | +21.9% | -6.6% | +28.5% | +26.4% |
| YTD | +34.6% | -2.2% | +36.9% | +34.8% |
| 1Y | +20.7% | +12.2% | +8.5% | +9.8% |
| 3Y | +80.0% | +36.5% | +43.5% | +40.3% |
| 5Y | -64.6% | +113.5% | -178.1% | -79.3% |
| 10Y | +619.5% | +319.4% | +300.0% | +167.8% |
| All | +570.5% | +363.9% | +206.5% | +134.7% |
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