+37.7%
PCAR vs SN
+671.7%
-634.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.4% |
| 7D | +3.8% | +7.6% | -3.7% | +2.3% |
| 30D | -2.0% | +22.4% | -24.4% | -5.9% |
| 3M | -19.1% | +21.7% | -40.7% | -22.4% |
| 6M | -6.8% | +102.8% | -109.6% | -19.9% |
| YTD | -2.5% | +102.4% | -104.9% | -16.4% |
| 1Y | +9.7% | +139.0% | -129.3% | -9.0% |
| 3Y | +34.0% | +440.4% | -406.4% | +0.7% |
| All | +37.7% | +671.7% | -634.0% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling