+11,594.4%
PCAR vs SIRI
-17.3%
+11,611.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.3% |
| 7D | -0.5% | +1.6% | -2.1% | -0.6% |
| 30D | -6.2% | -4.7% | -1.5% | -5.9% |
| 3M | +5.9% | +5.3% | +0.6% | +5.4% |
| 6M | +0.4% | +30.5% | -30.1% | -1.6% |
| YTD | +14.8% | +49.6% | -34.8% | +11.4% |
| 1Y | +30.1% | +28.5% | +1.6% | +27.5% |
| 3Y | +66.7% | -27.5% | +94.1% | +67.4% |
| 5Y | +166.1% | -44.7% | +210.8% | +169.4% |
| 10Y | +353.7% | -12.6% | +366.3% | +345.1% |
| All | +11,594.4% | -17.3% | +11,611.7% | +9,064.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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