+37.3%
PCAR vs SN
+428.0%
-390.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.9% | +0.7% | +3.0% |
| 7D | +2.9% | +7.6% | -4.7% | +1.2% |
| 30D | -2.1% | +24.1% | -26.2% | -7.0% |
| 3M | -20.4% | +23.7% | -44.1% | -24.5% |
| 6M | -7.0% | +105.5% | -112.5% | -22.6% |
| YTD | -2.6% | +105.1% | -107.7% | -19.4% |
| 1Y | +9.8% | +148.3% | -138.5% | -13.1% |
| 3Y | +37.3% | +438.7% | -401.4% | -6.0% |
| All | +37.3% | +428.0% | -390.8% | -6.0% |
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