+168.2%
PCAR vs SPXS
-85.9%
+254.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -1.3% |
| 7D | 0.0% | -1.5% | +1.6% | -0.4% |
| 30D | -7.7% | +3.7% | -11.4% | -6.7% |
| 3M | +3.7% | -9.6% | +13.3% | +1.6% |
| 6M | +2.3% | -32.4% | +34.7% | -6.7% |
| YTD | +12.8% | -28.7% | +41.5% | +4.9% |
| 1Y | +27.8% | -38.1% | +65.8% | +15.0% |
| 3Y | +61.8% | -80.1% | +141.9% | +16.6% |
| 5Y | +168.2% | -85.9% | +254.1% | +92.5% |
| All | +168.2% | -85.9% | +254.1% | +92.5% |
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 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