+35.9%
PCAR vs SN
+639.7%
-603.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.4% |
| 7D | +2.2% | +3.8% | -1.7% | +1.4% |
| 30D | -4.4% | +17.5% | -22.0% | -7.5% |
| 3M | -21.4% | +19.2% | -40.7% | -24.4% |
| 6M | -7.3% | +84.9% | -92.3% | -18.8% |
| YTD | -3.8% | +94.0% | -97.8% | -16.9% |
| 1Y | +6.3% | +151.3% | -145.0% | -12.6% |
| 3Y | +34.4% | +387.1% | -352.7% | +2.2% |
| All | +35.9% | +639.7% | -603.9% | +2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling