+30.1%
PCAR vs SN
+46.4%
-16.3%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | -0.5% | -9.3% | +8.8% | +1.7% |
| 30D | -6.2% | -4.8% | -1.4% | -5.3% |
| 3M | +5.9% | +40.4% | -34.5% | -3.5% |
| 6M | +0.4% | +50.9% | -50.5% | -10.9% |
| YTD | +14.8% | +54.9% | -40.1% | +1.1% |
| 1Y | +30.1% | +43.0% | -12.9% | +21.5% |
| All | +30.1% | +46.4% | -16.3% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling