+196.8%
PCAR vs SITM
+4,437.5%
-4,240.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.4% |
| 7D | -0.2% | +3.7% | -3.9% | -0.6% |
| 30D | -6.9% | -14.5% | +7.6% | -5.7% |
| 3M | +2.1% | -10.6% | +12.7% | +2.1% |
| 6M | +1.6% | +65.5% | -64.0% | -5.2% |
| YTD | +12.2% | +67.0% | -54.8% | +4.0% |
| 1Y | +28.0% | +138.6% | -110.6% | +13.7% |
| 3Y | +61.0% | +421.8% | -360.9% | +26.4% |
| 5Y | +163.9% | +172.4% | -8.5% | +107.4% |
| All | +196.8% | +4,437.5% | -4,240.7% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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