+37.3%
PCAR vs STRL
+337.2%
-299.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +15.0% | -11.3% | +2.4% |
| 7D | +2.9% | -13.3% | +16.3% | +3.5% |
| 30D | -2.1% | -43.3% | +41.2% | +2.2% |
| 3M | -20.4% | -46.9% | +26.5% | -16.6% |
| 6M | -7.0% | -65.6% | +58.6% | +0.9% |
| YTD | -2.6% | -5.1% | +2.4% | -7.6% |
| 1Y | +9.8% | -23.1% | +32.8% | +6.6% |
| 3Y | +37.3% | +346.8% | -309.6% | +3.1% |
| All | +37.3% | +337.2% | -299.9% | +3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling