+113.3%
PCAR vs SPXS
-83.1%
+196.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.5% |
| 7D | +3.8% | +0.4% | +3.4% | +4.3% |
| 30D | -2.0% | +10.8% | -12.8% | +1.3% |
| 3M | -19.1% | +9.6% | -28.7% | -16.5% |
| 6M | -6.8% | -4.7% | -2.1% | -6.7% |
| YTD | -2.5% | -24.6% | +22.1% | -7.4% |
| 1Y | +9.7% | -24.6% | +34.2% | +4.4% |
| 3Y | +34.0% | -79.8% | +113.7% | -2.6% |
| 5Y | +113.3% | -83.3% | +196.7% | +60.8% |
| All | +113.3% | -83.1% | +196.5% | +60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling