+6.3%
PCAR vs SN
+137.4%
-131.0%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.7% | -5.1% | -3.1% |
| 7D | +0.1% | +7.2% | -7.1% | -1.6% |
| 30D | -4.6% | +20.4% | -25.0% | -8.9% |
| 3M | -22.6% | +23.9% | -46.5% | -26.8% |
| 6M | -12.0% | +93.0% | -105.0% | -27.6% |
| YTD | -6.1% | +99.2% | -105.3% | -24.5% |
| 1Y | +6.3% | +142.6% | -136.3% | -19.3% |
| All | +6.3% | +137.4% | -131.0% | -19.3% |
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