-9.9%
PCAR vs SPCH
-56.4%
+46.5%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.9% | +7.3% | +2.4% |
| 7D | +2.2% | +3.4% | -1.2% | +2.3% |
| 30D | +0.3% | -31.3% | +31.6% | +0.3% |
| 3M | -17.9% | -4.0% | -13.9% | -18.0% |
| All | -9.9% | -56.4% | +46.5% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPCH.
Daily Out/Under-Performance
Portfolio return minus SPCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPCH 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 6mo: compounded portfolio wealth divided by compounded SPCH 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…
6mo analysis · Full analysis span regression · Available span rolling