+3,140.4%
PCAR vs SNY
+245.1%
+2,895.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.7% | -0.6% |
| 7D | 0.0% | -2.7% | +2.8% | +1.4% |
| 30D | -7.7% | -0.7% | -7.0% | -7.5% |
| 3M | +3.7% | -1.6% | +5.3% | +4.2% |
| 6M | +2.3% | +2.3% | +0.1% | +0.6% |
| YTD | +12.8% | -6.0% | +18.8% | +15.3% |
| 1Y | +27.8% | -2.7% | +30.4% | +27.7% |
| 3Y | +61.8% | -7.5% | +69.3% | +57.9% |
| 5Y | +168.2% | +6.7% | +161.5% | +134.8% |
| 10Y | +359.1% | +62.3% | +296.8% | +201.3% |
| All | +3,140.4% | +245.1% | +2,895.3% | +1,111.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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