+172.3%
PCAR vs STT
+145.1%
+27.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -0.5% | +0.5% | -1.0% | -0.7% |
| 30D | -6.2% | +3.9% | -10.1% | -7.8% |
| 3M | +5.9% | +20.0% | -14.1% | -2.0% |
| 6M | +0.4% | +55.3% | -54.9% | -16.5% |
| YTD | +14.8% | +53.3% | -38.5% | -4.3% |
| 1Y | +30.1% | +74.7% | -44.6% | +2.6% |
| 3Y | +66.7% | +205.8% | -139.2% | +4.6% |
| All | +172.3% | +145.1% | +27.2% | +71.9% |
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 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