+10,028.3%
PCAR vs SPY
+3,091.8%
+6,936.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.6% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | -6.2% | +0.1% | -6.3% | -6.3% |
| 3M | +5.9% | +2.0% | +3.9% | +3.5% |
| 6M | +0.4% | +13.0% | -12.6% | -12.9% |
| YTD | +14.8% | +13.5% | +1.3% | -0.9% |
| 1Y | +30.1% | +20.0% | +10.1% | +5.2% |
| 3Y | +66.7% | +77.2% | -10.5% | -15.4% |
| 5Y | +166.1% | +81.9% | +84.3% | +27.5% |
| 10Y | +353.7% | +314.1% | +39.6% | -23.4% |
| All | +10,028.3% | +3,091.8% | +6,936.5% | +126.8% |
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