-5.9%
PCAR vs SITM
-45.1%
+39.3%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.6% | -5.9% | +3.4% |
| 7D | +2.9% | +9.4% | -6.5% | +2.7% |
| 30D | -2.1% | -25.4% | +23.2% | -0.8% |
| 3M | -20.4% | -37.0% | +16.6% | -18.5% |
| All | -5.9% | -45.1% | +39.3% | +2.1% |
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