+12,611.2%
PCAR vs STT
+6,256.2%
+6,355.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.7% | +3.2% | +0.3% |
| 7D | +2.2% | -4.9% | +7.1% | +4.2% |
| 30D | -4.4% | -6.0% | +1.6% | -2.1% |
| 3M | -21.4% | -11.7% | -9.8% | -17.6% |
| 6M | -7.3% | +11.7% | -19.0% | -11.7% |
| YTD | -3.8% | +30.4% | -34.2% | -14.1% |
| 1Y | +6.3% | +43.9% | -37.6% | -8.8% |
| 3Y | +34.4% | +165.4% | -131.0% | -10.9% |
| 5Y | +109.2% | +101.0% | +8.2% | +49.6% |
| 10Y | +312.9% | +210.7% | +102.2% | +132.6% |
| All | +12,611.2% | +6,256.2% | +6,355.0% | +1,881.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling