+10.6%
PCAR vs SN
+136.6%
-125.9%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | -0.9% |
| 7D | +2.1% | +1.4% | +0.7% | +1.7% |
| 30D | -1.2% | +16.6% | -17.8% | -4.9% |
| 3M | -18.6% | +18.3% | -36.9% | -22.1% |
| 6M | -5.1% | +103.1% | -108.1% | -23.3% |
| YTD | -1.8% | +96.7% | -98.5% | -20.8% |
| 1Y | +10.6% | +134.3% | -123.7% | -15.7% |
| All | +10.6% | +136.6% | -125.9% | -15.7% |
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