+12.2%
PCAR vs STRL
-30.1%
+42.3%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -21.5% | +25.5% | +5.1% |
| 7D | +3.7% | -27.1% | +30.7% | +5.2% |
| 30D | -2.9% | -45.8% | +42.9% | +0.4% |
| 3M | -21.7% | -47.6% | +25.9% | -19.0% |
| 6M | -6.6% | -46.4% | +39.8% | -4.1% |
| YTD | -2.2% | -7.4% | +5.1% | -7.3% |
| 1Y | +12.2% | -25.9% | +38.1% | +9.6% |
| All | +12.2% | -30.1% | +42.3% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling