+292.4%
PCAR vs SM
+12.4%
+280.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.6% | -3.1% | +1.9% |
| 7D | +2.2% | +0.3% | +1.9% | +2.1% |
| 30D | +0.3% | -17.3% | +17.7% | +1.8% |
| 3M | -17.9% | -3.6% | -14.3% | -18.0% |
| 6M | -3.4% | +2.9% | -6.3% | -4.7% |
| YTD | -0.1% | +70.2% | -70.3% | -6.9% |
| 1Y | +13.4% | +66.5% | -53.1% | +5.9% |
| 3Y | +37.2% | -8.2% | +45.4% | +33.9% |
| 5Y | +117.3% | -1.5% | +118.8% | +106.0% |
| All | +292.4% | +12.4% | +280.1% | +202.3% |
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