+278.2%
PCAR vs SFM
+138.5%
+139.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.3% |
| 7D | +3.8% | -6.9% | +10.7% | +4.6% |
| 30D | -2.0% | -25.0% | +23.0% | +0.6% |
| 3M | -19.1% | -42.7% | +23.6% | -14.7% |
| 6M | -6.8% | -41.0% | +34.2% | -2.4% |
| YTD | -2.5% | -38.7% | +36.2% | +1.3% |
| 1Y | +9.7% | -38.1% | +47.8% | +13.6% |
| 3Y | +34.0% | +19.3% | +14.6% | +23.0% |
| 5Y | +113.3% | +103.1% | +10.2% | +78.5% |
| 10Y | +278.2% | +131.1% | +147.1% | +199.4% |
| All | +278.2% | +138.5% | +139.7% | +199.4% |
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