+293.0%
PCAR vs SFM
+146.8%
+146.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.6% |
| 7D | +2.9% | -10.2% | +13.1% | +4.1% |
| 30D | -2.1% | -23.9% | +21.7% | +0.3% |
| 3M | -20.4% | -42.3% | +21.9% | -16.1% |
| 6M | -7.0% | -40.1% | +33.2% | -2.7% |
| YTD | -2.6% | -37.8% | +35.1% | +1.0% |
| 1Y | +9.8% | -37.1% | +46.9% | +13.6% |
| 3Y | +37.3% | +21.5% | +15.7% | +25.7% |
| 5Y | +116.4% | +103.8% | +12.7% | +80.8% |
| 10Y | +293.0% | +142.0% | +151.0% | +209.9% |
| All | +293.0% | +146.8% | +146.2% | +209.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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