+293.0%
PCAR vs SPY
+315.0%
-22.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.3% | +1.6% |
| 7D | +2.9% | +0.1% | +2.8% | +2.8% |
| 30D | -2.1% | -3.3% | +1.2% | +0.7% |
| 3M | -20.4% | -2.4% | -17.9% | -18.8% |
| 6M | -7.0% | +2.6% | -9.5% | -9.2% |
| YTD | -2.6% | +11.2% | -13.9% | -11.6% |
| 1Y | +9.8% | +13.4% | -3.6% | -2.0% |
| 3Y | +37.3% | +79.9% | -42.6% | -19.1% |
| 5Y | +116.4% | +72.2% | +44.3% | +31.5% |
| 10Y | +293.0% | +307.3% | -14.4% | -18.2% |
| All | +293.0% | +315.0% | -22.1% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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