+294.0%
PCAR vs STT
+204.5%
+89.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.5% |
| 7D | +0.1% | -2.5% | +2.5% | +1.1% |
| 30D | -4.6% | -5.0% | +0.4% | -2.6% |
| 3M | -22.6% | -10.5% | -12.1% | -19.0% |
| 6M | -12.0% | +10.0% | -22.0% | -15.9% |
| YTD | -6.1% | +30.7% | -36.8% | -17.1% |
| 1Y | +6.3% | +43.8% | -37.4% | -10.0% |
| 3Y | +31.8% | +168.1% | -136.3% | -15.8% |
| 5Y | +104.2% | +101.4% | +2.8% | +41.8% |
| All | +294.0% | +204.5% | +89.5% | +101.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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