+293.0%
PCAR vs SM
+4.9%
+288.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.7% | +6.4% | +3.9% |
| 7D | +2.9% | -22.3% | +25.2% | +5.1% |
| 30D | -2.1% | -21.4% | +19.2% | -0.2% |
| 3M | -20.4% | +1.4% | -21.7% | -20.9% |
| 6M | -7.0% | +0.1% | -7.1% | -8.0% |
| YTD | -2.6% | +59.0% | -61.6% | -8.7% |
| 1Y | +9.8% | +64.3% | -54.6% | +2.5% |
| 3Y | +37.3% | -13.1% | +50.4% | +34.6% |
| 5Y | +116.4% | -13.9% | +130.3% | +107.4% |
| 10Y | +293.0% | +1.7% | +291.3% | +205.2% |
| All | +293.0% | +4.9% | +288.0% | +205.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling