+113.3%
PCAR vs STT
+109.6%
+3.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | 0.0% |
| 7D | +3.8% | +1.1% | +2.7% | +3.3% |
| 30D | -2.0% | -1.9% | -0.1% | -1.3% |
| 3M | -19.1% | -7.6% | -11.5% | -16.6% |
| 6M | -6.8% | +16.0% | -22.8% | -12.7% |
| YTD | -2.5% | +36.2% | -38.7% | -14.6% |
| 1Y | +9.7% | +46.8% | -37.1% | -6.8% |
| 3Y | +34.0% | +177.8% | -143.8% | -11.8% |
| 5Y | +113.3% | +105.8% | +7.5% | +49.0% |
| All | +113.3% | +109.6% | +3.7% | +49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling