+294.0%
PCAR vs STRL
+3,580.1%
-3,286.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.5% | -5.9% | -2.9% |
| 7D | +0.1% | -26.9% | +27.0% | +4.1% |
| 30D | -4.6% | -52.7% | +48.1% | +6.1% |
| 3M | -22.6% | -52.8% | +30.3% | -14.3% |
| 6M | -12.0% | -71.5% | +59.5% | +4.2% |
| YTD | -6.1% | -17.4% | +11.3% | -11.4% |
| 1Y | +6.3% | -35.0% | +41.3% | +4.3% |
| 3Y | +31.8% | +239.2% | -207.4% | -14.2% |
| 5Y | +104.2% | +830.2% | -726.0% | +2.9% |
| All | +294.0% | +3,580.1% | -3,286.1% | +36.9% |
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