+276.9%
PCAR vs SM
+4.2%
+272.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.3% |
| 7D | +3.5% | -19.5% | +23.0% | +5.3% |
| 30D | -2.3% | -20.2% | +17.9% | -0.5% |
| 3M | -19.3% | -6.5% | -12.8% | -19.2% |
| 6M | -7.1% | +1.6% | -8.7% | -8.2% |
| YTD | -2.8% | +61.2% | -64.0% | -8.9% |
| 1Y | +9.3% | +65.4% | -56.1% | +2.0% |
| 3Y | +33.5% | -13.0% | +46.5% | +30.9% |
| 5Y | +112.6% | -4.3% | +116.9% | +102.1% |
| 10Y | +276.9% | +3.0% | +273.9% | +192.2% |
| All | +276.9% | +4.2% | +272.7% | +192.2% |
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