+164.2%
PCAR vs SITM
+3,535.1%
-3,370.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.3% | -3.9% | +1.9% |
| 7D | +2.2% | +17.2% | -15.0% | +0.5% |
| 30D | +0.3% | -17.1% | +17.4% | +1.5% |
| 3M | -17.9% | -29.2% | +11.2% | -16.1% |
| 6M | -3.4% | -47.6% | +44.2% | +0.6% |
| YTD | -0.1% | +33.8% | -33.9% | -6.2% |
| 1Y | +13.4% | +54.1% | -40.7% | +4.8% |
| 3Y | +37.2% | +337.6% | -300.4% | +8.7% |
| 5Y | +117.3% | +89.7% | +27.6% | +75.9% |
| All | +164.2% | +3,535.1% | -3,370.9% | +49.0% |
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