+413.5%
PCAR vs SPMO
+572.4%
-159.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.8% |
| 7D | -0.5% | +2.0% | -2.5% | -1.7% |
| 30D | -6.2% | -0.4% | -5.9% | -6.1% |
| 3M | +5.9% | -1.9% | +7.8% | +6.1% |
| 6M | +0.4% | +25.0% | -24.6% | -14.3% |
| YTD | +14.8% | +26.0% | -11.2% | -2.6% |
| 1Y | +30.1% | +28.7% | +1.4% | +8.6% |
| 3Y | +66.6% | +160.9% | -94.3% | -14.7% |
| 5Y | +166.1% | +147.9% | +18.2% | +40.2% |
| 10Y | +353.7% | +518.9% | -165.3% | +46.8% |
| All | +413.5% | +572.4% | -159.0% | +55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling