+8,183.0%
PCAR vs SPY
+2,954.7%
+5,228.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.8% |
| 7D | +0.1% | -2.7% | +2.8% | +3.1% |
| 30D | -4.6% | -5.4% | +0.8% | +1.4% |
| 3M | -22.6% | -4.1% | -18.5% | -19.1% |
| 6M | -12.0% | +0.7% | -12.7% | -13.0% |
| YTD | -6.1% | +8.7% | -14.8% | -15.1% |
| 1Y | +6.3% | +10.9% | -4.6% | -6.1% |
| 3Y | +31.8% | +75.0% | -43.2% | -32.4% |
| 5Y | +104.2% | +67.8% | +36.4% | +7.1% |
| 10Y | +302.9% | +312.9% | -9.9% | -32.3% |
| All | +8,183.0% | +2,954.7% | +5,228.3% | +94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling