+427.5%
PCAR vs SFM
+132.6%
+294.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -0.2% |
| 7D | -0.5% | -0.1% | -0.4% | -0.5% |
| 30D | -6.2% | -4.4% | -1.9% | -5.8% |
| 3M | +5.9% | +1.5% | +4.4% | +5.3% |
| 6M | +0.4% | +6.5% | -6.1% | -1.1% |
| YTD | +14.8% | +2.2% | +12.7% | +13.4% |
| 1Y | +30.1% | -41.9% | +72.0% | +37.5% |
| 3Y | +66.7% | +106.8% | -40.1% | +44.2% |
| 5Y | +166.1% | +231.6% | -65.4% | +110.6% |
| 10Y | +353.7% | +258.4% | +95.2% | +238.7% |
| All | +427.5% | +132.6% | +294.9% | +324.7% |
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