+4,122.0%
PCAR vs SRE
+1,436.4%
+2,685.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.3% |
| 7D | +2.9% | -8.4% | +11.3% | +7.3% |
| 30D | -2.1% | -3.2% | +1.0% | -0.7% |
| 3M | -20.4% | -5.3% | -15.1% | -18.6% |
| 6M | -7.0% | -12.6% | +5.6% | -1.4% |
| YTD | -2.6% | -8.8% | +6.1% | +0.7% |
| 1Y | +9.8% | -13.4% | +23.2% | +16.4% |
| 3Y | +37.3% | +24.4% | +12.9% | +17.5% |
| 5Y | +116.4% | +47.3% | +69.1% | +67.5% |
| 10Y | +293.0% | +116.7% | +176.3% | +126.1% |
| All | +4,122.0% | +1,436.4% | +2,685.6% | +749.7% |
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