+367.2%
PCAR vs SBAC
+78.4%
+288.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.2% | +0.4% |
| 7D | -0.5% | -0.8% | +0.3% | -0.4% |
| 30D | -6.2% | +6.9% | -13.2% | -7.5% |
| 3M | +5.9% | -8.2% | +14.1% | +7.4% |
| 6M | +0.4% | -1.6% | +2.0% | -0.1% |
| YTD | +14.8% | -0.1% | +14.9% | +13.7% |
| 1Y | +30.1% | -0.5% | +30.6% | +28.8% |
| 3Y | +66.6% | -9.1% | +75.7% | +65.2% |
| 5Y | +166.1% | -43.8% | +209.9% | +192.2% |
| All | +367.2% | +78.4% | +288.8% | +325.8% |
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