+3,324.9%
PCAR vs SBAC
+2,207.9%
+1,117.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.5% | -2.1% |
| 7D | +0.1% | +1.2% | -1.1% | -0.1% |
| 30D | -4.6% | +11.2% | -15.7% | -6.1% |
| 3M | -22.6% | +4.5% | -27.0% | -23.2% |
| 6M | -12.0% | -12.2% | +0.2% | -10.7% |
| YTD | -6.1% | -0.1% | -6.0% | -6.9% |
| 1Y | +6.3% | -0.3% | +6.6% | +5.4% |
| 3Y | +31.8% | -8.7% | +40.5% | +31.1% |
| 5Y | +104.2% | -40.2% | +144.3% | +113.6% |
| 10Y | +302.9% | +97.3% | +205.6% | +252.6% |
| All | +3,324.9% | +2,207.9% | +1,117.0% | +1,899.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling