+41.0%
PCAR vs SN
+673.1%
-632.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.4% |
| 7D | +2.2% | +3.5% | -1.3% | +1.5% |
| 30D | +0.3% | +19.4% | -19.1% | -3.2% |
| 3M | -17.9% | +20.9% | -38.8% | -21.2% |
| 6M | -3.4% | +111.1% | -114.5% | -17.6% |
| YTD | -0.1% | +102.8% | -102.9% | -14.4% |
| 1Y | +13.4% | +146.2% | -132.8% | -6.4% |
| 3Y | +37.2% | +441.4% | -404.2% | +3.1% |
| All | +41.0% | +673.1% | -632.1% | +5.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling