+3,972.3%
PCAR vs SRE
+1,424.7%
+2,547.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -1.4% |
| 7D | +0.1% | -9.2% | +9.2% | +4.7% |
| 30D | -4.6% | -1.9% | -2.7% | -3.8% |
| 3M | -22.6% | -6.5% | -16.0% | -20.4% |
| 6M | -12.0% | -15.2% | +3.3% | -5.3% |
| YTD | -6.1% | -9.5% | +3.4% | -2.5% |
| 1Y | +6.3% | -13.2% | +19.5% | +12.6% |
| 3Y | +31.8% | +19.5% | +12.3% | +15.1% |
| 5Y | +104.2% | +43.6% | +60.6% | +60.1% |
| 10Y | +302.9% | +109.9% | +193.0% | +135.4% |
| All | +3,972.3% | +1,424.7% | +2,547.6% | +722.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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