+367.2%
PCAR vs SM
+5.6%
+361.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.4% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | -6.2% | +26.3% | -32.5% | -8.4% |
| 3M | +5.9% | +8.7% | -2.8% | +4.5% |
| 6M | +0.4% | +51.7% | -51.3% | -4.7% |
| YTD | +14.8% | +99.0% | -84.2% | +5.9% |
| 1Y | +30.1% | +34.6% | -4.5% | +24.4% |
| 3Y | +66.7% | -7.8% | +74.4% | +62.9% |
| 5Y | +166.1% | +104.8% | +61.4% | +137.1% |
| All | +367.2% | +5.6% | +361.7% | +260.6% |
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