+34.0%
PCAR vs SPXS
-80.4%
+114.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.5% |
| 7D | +3.8% | +0.4% | +3.4% | +4.4% |
| 30D | -2.0% | +10.8% | -12.8% | +1.6% |
| 3M | -19.1% | +9.6% | -28.7% | -16.3% |
| 6M | -6.8% | -4.7% | -2.1% | -6.8% |
| YTD | -2.5% | -24.6% | +22.1% | -7.9% |
| 1Y | +9.7% | -24.6% | +34.2% | +3.8% |
| 3Y | +34.0% | -79.8% | +113.7% | -9.5% |
| All | +34.0% | -80.4% | +114.4% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 3y: compounded portfolio wealth divided by compounded SPXS 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…
3y analysis · Full analysis span regression · 6 months rolling