+168.2%
PCAR vs SITM
+168.3%
0.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.4% | -1.6% |
| 7D | 0.0% | +8.4% | -8.3% | -0.7% |
| 30D | -7.7% | -17.4% | +9.7% | -6.2% |
| 3M | +3.7% | -9.8% | +13.5% | +3.7% |
| 6M | +2.3% | +83.0% | -80.7% | -5.8% |
| YTD | +12.8% | +69.6% | -56.8% | +4.2% |
| 1Y | +27.8% | +144.9% | -117.1% | +12.7% |
| 3Y | +61.8% | +429.9% | -368.1% | +25.4% |
| 5Y | +168.2% | +169.2% | -1.0% | +102.8% |
| All | +168.2% | +168.3% | 0.0% | +102.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling