+293.0%
PCAR vs SBAC
+97.3%
+195.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.6% |
| 7D | +2.9% | +3.0% | -0.1% | +2.3% |
| 30D | -2.1% | +4.3% | -6.4% | -3.0% |
| 3M | -20.4% | +4.1% | -24.5% | -21.1% |
| 6M | -7.0% | -11.6% | +4.6% | -5.1% |
| YTD | -2.6% | +0.4% | -3.0% | -3.9% |
| 1Y | +9.8% | -1.1% | +10.9% | +8.7% |
| 3Y | +37.3% | -7.3% | +44.5% | +35.4% |
| 5Y | +116.4% | -40.8% | +157.2% | +134.7% |
| 10Y | +293.0% | +103.0% | +190.0% | +248.4% |
| All | +293.0% | +97.3% | +195.7% | +248.4% |
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