+35.9%
PCAR vs SARO
-20.0%
+55.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | -0.5% | -0.8% | +0.3% | -0.3% |
| 30D | -6.2% | -20.0% | +13.8% | -1.3% |
| 3M | +5.9% | -2.9% | +8.8% | +6.5% |
| 6M | +0.4% | -17.7% | +18.1% | +4.1% |
| YTD | +14.8% | -13.5% | +28.3% | +17.4% |
| 1Y | +30.1% | -9.7% | +39.8% | +31.3% |
| All | +35.9% | -20.0% | +55.9% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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