+10,225.6%
PCAR vs SM
+1,608.3%
+8,617.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.5% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | -6.2% | +26.3% | -32.5% | -9.7% |
| 3M | +5.9% | +8.7% | -2.8% | +3.7% |
| 6M | +0.4% | +51.7% | -51.3% | -7.5% |
| YTD | +14.8% | +99.0% | -84.2% | +1.1% |
| 1Y | +30.1% | +34.6% | -4.5% | +21.1% |
| 3Y | +66.7% | -7.8% | +74.4% | +60.6% |
| 5Y | +166.1% | +104.8% | +61.4% | +116.6% |
| 10Y | +353.7% | +7.2% | +346.4% | +187.7% |
| All | +10,225.6% | +1,608.3% | +8,617.3% | +3,475.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling