+295.0%
PCAR vs STT
+203.9%
+91.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +1.8% |
| 7D | +2.2% | +0.4% | +1.8% | +2.0% |
| 30D | +0.3% | -0.4% | +0.8% | +0.4% |
| 3M | -17.9% | -6.5% | -11.4% | -15.7% |
| 6M | -3.4% | +17.2% | -20.6% | -10.2% |
| YTD | -0.1% | +38.2% | -38.3% | -13.9% |
| 1Y | +13.4% | +49.3% | -35.9% | -5.4% |
| 3Y | +37.2% | +181.9% | -144.7% | -14.1% |
| 5Y | +117.3% | +106.9% | +10.4% | +49.5% |
| 10Y | +295.0% | +203.1% | +91.8% | +109.9% |
| All | +295.0% | +203.9% | +91.0% | +109.9% |
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