+0.4%
PCAR vs SITM
+49.4%
-49.0%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.5% | -6.4% | -0.3% |
| 7D | -0.5% | +9.7% | -10.2% | -1.2% |
| 30D | -6.2% | +12.7% | -18.9% | -7.2% |
| 3M | +5.9% | -13.4% | +19.3% | +6.8% |
| 6M | +0.4% | +59.6% | -59.2% | -11.6% |
| All | +0.4% | +49.4% | -49.0% | -11.6% |
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 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