+70.4%
PCAR vs SBAC
-8.8%
+79.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.2% | +0.3% |
| 7D | -0.5% | -0.8% | +0.3% | -0.4% |
| 30D | -6.2% | +6.9% | -13.2% | -6.8% |
| 3M | +5.9% | -8.2% | +14.1% | +6.8% |
| 6M | +0.4% | -1.6% | +2.0% | +0.4% |
| YTD | +14.8% | -0.1% | +14.9% | +14.6% |
| 1Y | +30.1% | -0.5% | +30.6% | +29.9% |
| All | +70.4% | -8.8% | +79.3% | +69.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling