+276.9%
PCAR vs STT
+198.3%
+78.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +3.5% | +1.1% | +2.3% | +3.0% |
| 30D | -2.3% | -1.9% | -0.4% | -1.6% |
| 3M | -19.3% | -7.6% | -11.8% | -16.7% |
| 6M | -7.1% | +16.0% | -23.1% | -13.3% |
| YTD | -2.8% | +36.2% | -39.0% | -15.7% |
| 1Y | +9.3% | +46.8% | -37.5% | -8.2% |
| 3Y | +33.5% | +177.8% | -144.3% | -15.9% |
| 5Y | +112.6% | +105.8% | +6.8% | +46.5% |
| 10Y | +276.9% | +197.6% | +79.4% | +101.5% |
| All | +276.9% | +198.3% | +78.6% | +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