+13.4%
PCAR vs SITM
+50.0%
-36.6%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.3% | -3.9% | +2.1% |
| 7D | +2.2% | +17.2% | -15.0% | +1.4% |
| 30D | +0.3% | -17.1% | +17.4% | +1.4% |
| 3M | -17.9% | -29.2% | +11.2% | -16.4% |
| 6M | -3.4% | -47.6% | +44.2% | +0.5% |
| YTD | -0.1% | +33.8% | -33.9% | -7.2% |
| 1Y | +13.4% | +54.1% | -40.7% | +2.6% |
| All | +13.4% | +50.0% | -36.6% | +2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling