+295.0%
PCAR vs STZ
+12.8%
+282.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.8% |
| 7D | +2.2% | -0.9% | +3.1% | +2.5% |
| 30D | +0.3% | +14.9% | -14.6% | -4.5% |
| 3M | -17.9% | +8.4% | -26.3% | -20.5% |
| 6M | -3.4% | +2.8% | -6.2% | -5.1% |
| YTD | -0.1% | +7.5% | -7.6% | -4.4% |
| 1Y | +13.4% | +12.5% | +0.9% | +6.6% |
| 3Y | +37.2% | -35.4% | +72.6% | +54.8% |
| 5Y | +117.3% | -29.3% | +146.6% | +134.0% |
| 10Y | +295.0% | +11.8% | +283.2% | +253.8% |
| All | +295.0% | +12.8% | +282.2% | +253.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling