+367.9%
PCAR vs SPMO
+526.3%
-158.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -0.2% | +2.7% | -2.9% | -1.9% |
| 30D | -6.9% | +1.1% | -8.0% | -7.6% |
| 3M | +2.1% | +2.0% | +0.1% | -0.1% |
| 6M | +1.6% | +26.5% | -25.0% | -14.3% |
| YTD | +12.2% | +26.5% | -14.3% | -5.4% |
| 1Y | +28.0% | +27.9% | +0.1% | +6.9% |
| 3Y | +61.0% | +160.4% | -99.4% | -18.8% |
| 5Y | +163.9% | +151.5% | +12.4% | +35.7% |
| 10Y | +367.9% | +526.3% | -158.4% | +42.3% |
| All | +367.9% | +526.3% | -158.4% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 10y: compounded portfolio wealth divided by compounded SPMO 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…
10y analysis · Full analysis span regression · 6 months rolling