+295.0%
PCAR vs SBAC
+109.8%
+185.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.2% | +2.6% |
| 7D | +2.2% | -2.8% | +5.0% | +2.8% |
| 30D | +0.3% | +3.1% | -2.8% | -0.3% |
| 3M | -17.9% | +5.1% | -23.1% | -18.9% |
| 6M | -3.4% | -11.4% | +8.0% | -1.5% |
| YTD | -0.1% | +0.2% | -0.3% | -1.4% |
| 1Y | +13.4% | -3.9% | +17.3% | +13.0% |
| 3Y | +37.2% | -7.7% | +44.9% | +35.5% |
| 5Y | +117.3% | -39.7% | +157.1% | +134.8% |
| 10Y | +295.0% | +111.9% | +183.1% | +230.4% |
| All | +295.0% | +109.8% | +185.1% | +230.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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