+116.4%
PCAR vs SITM
+63.2%
+53.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.6% | -5.9% | +2.8% |
| 7D | +2.9% | +9.4% | -6.5% | +1.8% |
| 30D | -2.1% | -25.4% | +23.2% | 0.0% |
| 3M | -20.4% | -37.0% | +16.6% | -17.6% |
| 6M | -7.0% | -45.1% | +38.2% | -3.5% |
| YTD | -2.6% | +29.4% | -32.0% | -8.6% |
| 1Y | +9.8% | +39.8% | -30.0% | +2.0% |
| 3Y | +37.3% | +328.2% | -291.0% | +7.5% |
| 5Y | +116.4% | +87.4% | +29.1% | +70.7% |
| All | +116.4% | +63.2% | +53.2% | +70.7% |
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