+109.2%
PCAR vs STRL
+788.2%
-679.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -13.9% | +12.3% | +0.1% |
| 7D | +2.2% | -34.6% | +36.8% | +6.8% |
| 30D | -4.4% | -56.7% | +52.2% | +5.1% |
| 3M | -21.4% | -54.4% | +33.0% | -14.5% |
| 6M | -7.3% | -69.7% | +62.4% | +5.2% |
| YTD | -3.8% | -20.2% | +16.4% | -8.9% |
| 1Y | +6.3% | -40.6% | +46.8% | +5.4% |
| 3Y | +34.4% | +221.7% | -187.3% | -12.6% |
| 5Y | +109.2% | +799.0% | -689.8% | -8.8% |
| All | +109.2% | +788.2% | -679.0% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling