+285.9%
PCAR vs STRL
+3,816.9%
-3,531.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -0.9% | -1.6% |
| 7D | +2.1% | +23.4% | -21.3% | -1.3% |
| 30D | -1.2% | -39.5% | +38.3% | +5.6% |
| 3M | -18.6% | -45.1% | +26.5% | -12.1% |
| 6M | -5.1% | -64.6% | +59.5% | +8.5% |
| YTD | -1.8% | -1.5% | -0.3% | -9.9% |
| 1Y | +10.6% | -20.8% | +31.4% | +5.1% |
| 3Y | +34.9% | +353.1% | -318.2% | -16.2% |
| 5Y | +114.0% | +942.9% | -828.9% | +6.5% |
| All | +285.9% | +3,816.9% | -3,531.0% | +36.7% |
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