+12.2%
PCAR vs SN
+156.5%
-144.2%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.1% | -0.1% | +3.1% |
| 7D | +3.7% | +10.6% | -7.0% | +1.2% |
| 30D | -2.9% | +20.0% | -22.9% | -7.1% |
| 3M | -21.7% | +30.4% | -52.1% | -27.0% |
| 6M | -6.6% | +91.0% | -97.6% | -22.3% |
| YTD | -2.2% | +95.9% | -98.2% | -19.9% |
| 1Y | +12.2% | +158.9% | -146.7% | -12.4% |
| All | +12.2% | +156.5% | -144.2% | -12.4% |
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