-5.1%
PCAR vs SITM
-46.2%
+41.1%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.2% | -1.7% |
| 7D | +2.1% | +32.5% | -30.5% | +1.5% |
| 30D | -1.2% | -18.8% | +17.6% | -0.2% |
| 3M | -18.6% | -30.9% | +12.3% | -17.1% |
| 6M | -5.1% | -44.5% | +39.4% | +1.2% |
| All | -5.1% | -46.2% | +41.1% | +1.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling