+331.4%
PCAR vs SFM
+40.3%
+291.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.8% | +2.4% | -1.9% |
| 7D | +0.1% | -1.2% | +1.3% | +0.1% |
| 30D | -4.6% | -24.8% | +20.2% | -1.8% |
| 3M | -22.6% | -43.7% | +21.1% | -17.7% |
| 6M | -12.0% | -37.3% | +25.3% | -8.0% |
| YTD | -6.1% | -38.4% | +32.3% | -2.2% |
| 1Y | +6.3% | -36.9% | +43.2% | +10.3% |
| 3Y | +31.8% | +20.7% | +11.1% | +20.9% |
| 5Y | +104.2% | +103.5% | +0.7% | +70.1% |
| 10Y | +302.9% | +139.7% | +163.2% | +213.3% |
| All | +331.4% | +40.3% | +291.1% | +266.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling