+35.8%
PCAR vs SN
+440.0%
-404.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.4% |
| 7D | +4.9% | +1.5% | +3.4% | +4.6% |
| 30D | -1.4% | +21.5% | -22.9% | -5.9% |
| 3M | -18.1% | +20.0% | -38.2% | -21.9% |
| 6M | -4.0% | +119.9% | -123.9% | -21.5% |
| YTD | -1.5% | +102.3% | -103.8% | -18.2% |
| 1Y | +13.2% | +148.0% | -134.8% | -10.5% |
| 3Y | +35.8% | +450.0% | -414.2% | -7.8% |
| All | +35.8% | +440.0% | -404.2% | -7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling