+285.9%
PCAR vs SM
+18.2%
+267.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.2% | -6.8% | -2.1% |
| 7D | +2.1% | +10.6% | -8.5% | +1.1% |
| 30D | -1.2% | -15.0% | +13.8% | 0.0% |
| 3M | -18.6% | +1.7% | -20.3% | -19.1% |
| 6M | -5.1% | +5.9% | -10.9% | -6.6% |
| YTD | -1.8% | +79.0% | -80.8% | -8.9% |
| 1Y | +10.6% | +84.7% | -74.0% | +2.2% |
| 3Y | +34.9% | -3.5% | +38.4% | +31.0% |
| 5Y | +114.0% | +4.9% | +109.0% | +101.6% |
| All | +285.9% | +18.2% | +267.8% | +195.9% |
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