+117.3%
PCAR vs STRL
+975.2%
-857.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.9% | -2.5% | +1.8% |
| 7D | +2.2% | +7.1% | -4.9% | +1.1% |
| 30D | +0.3% | -39.4% | +39.7% | +5.8% |
| 3M | -17.9% | -43.0% | +25.0% | -13.1% |
| 6M | -3.4% | -65.0% | +61.6% | +8.0% |
| YTD | -0.1% | -0.8% | +0.7% | -8.0% |
| 1Y | +13.4% | -20.3% | +33.7% | +7.9% |
| 3Y | +37.2% | +356.5% | -319.3% | -16.3% |
| 5Y | +117.3% | +952.8% | -835.5% | -5.3% |
| All | +117.3% | +975.2% | -857.8% | -5.3% |
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