+285.9%
PCAR vs STT
+198.7%
+87.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.5% |
| 7D | +2.1% | +5.1% | -3.0% | -0.1% |
| 30D | -1.2% | -0.2% | -1.0% | -1.2% |
| 3M | -18.6% | -8.1% | -10.5% | -15.7% |
| 6M | -5.1% | +16.6% | -21.7% | -11.6% |
| YTD | -1.8% | +37.8% | -39.6% | -15.2% |
| 1Y | +10.6% | +46.8% | -36.2% | -7.1% |
| 3Y | +34.9% | +181.2% | -146.2% | -15.4% |
| 5Y | +114.0% | +105.1% | +8.8% | +47.7% |
| All | +285.9% | +198.7% | +87.2% | +107.0% |
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