+37.3%
PCAR vs STT
+178.8%
-141.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.2% | +0.5% | +2.2% |
| 7D | +2.9% | +0.9% | +2.0% | +2.4% |
| 30D | -2.1% | -2.3% | +0.2% | -1.2% |
| 3M | -20.4% | -7.0% | -13.4% | -17.8% |
| 6M | -7.0% | +15.5% | -22.5% | -13.9% |
| YTD | -2.6% | +35.6% | -38.2% | -17.0% |
| 1Y | +9.8% | +47.9% | -38.1% | -10.3% |
| 3Y | +37.3% | +181.1% | -143.8% | -15.2% |
| All | +37.3% | +178.8% | -141.5% | -15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling