+31.8%
PCAR vs STRL
+233.5%
-201.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.5% | -5.9% | -2.7% |
| 7D | +0.1% | -26.9% | +27.0% | +2.1% |
| 30D | -4.6% | -52.7% | +48.1% | +1.1% |
| 3M | -22.6% | -52.8% | +30.3% | -18.1% |
| 6M | -12.0% | -71.5% | +59.5% | -3.1% |
| YTD | -6.1% | -17.4% | +11.3% | -9.6% |
| 1Y | +6.3% | -35.0% | +41.3% | +5.0% |
| 3Y | +31.8% | +239.2% | -207.4% | +5.9% |
| All | +31.8% | +233.5% | -201.7% | +5.9% |
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 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