+12,304.7%
PCAR vs STT
+6,268.9%
+6,035.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.5% |
| 7D | +0.1% | -2.5% | +2.5% | +1.1% |
| 30D | -4.6% | -5.0% | +0.4% | -2.7% |
| 3M | -22.6% | -10.5% | -12.1% | -19.2% |
| 6M | -12.0% | +10.0% | -22.0% | -15.6% |
| YTD | -6.1% | +30.7% | -36.8% | -16.3% |
| 1Y | +6.3% | +43.8% | -37.4% | -8.8% |
| 3Y | +31.8% | +168.1% | -136.3% | -13.0% |
| 5Y | +104.2% | +101.4% | +2.8% | +45.8% |
| 10Y | +302.9% | +211.3% | +91.6% | +126.8% |
| All | +12,304.7% | +6,268.9% | +6,035.8% | +1,832.3% |
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