+70.4%
PCAR vs SM
-7.7%
+78.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.5% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | -6.2% | +26.3% | -32.5% | -9.1% |
| 3M | +5.9% | +8.7% | -2.8% | +4.4% |
| 6M | +0.4% | +51.7% | -51.3% | -8.2% |
| YTD | +14.8% | +99.0% | -84.2% | -1.3% |
| 1Y | +30.1% | +34.6% | -4.5% | +21.6% |
| All | +70.4% | -7.7% | +78.2% | +67.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling