+364.4%
PCAR vs STRL
+7,064.8%
-6,700.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.8% | -5.6% | -0.8% |
| 7D | -0.5% | +3.4% | -3.9% | -1.1% |
| 30D | -6.2% | -9.2% | +3.0% | -4.9% |
| 3M | +5.9% | -51.0% | +56.9% | +17.4% |
| 6M | +0.4% | +15.8% | -15.4% | -7.4% |
| YTD | +14.8% | +58.9% | -44.0% | -0.7% |
| 1Y | +30.1% | +68.5% | -38.4% | +9.7% |
| 3Y | +66.7% | +485.2% | -418.6% | +2.2% |
| 5Y | +166.1% | +2,005.1% | -1,839.0% | +19.6% |
| All | +364.4% | +7,064.8% | -6,700.4% | +49.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling