+117.3%
PCAR vs STZ
-28.3%
+145.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.7% |
| 7D | +2.2% | -0.9% | +3.1% | +2.5% |
| 30D | +0.3% | +14.9% | -14.6% | -3.7% |
| 3M | -17.9% | +8.4% | -26.3% | -20.1% |
| 6M | -3.4% | +2.8% | -6.2% | -4.7% |
| YTD | -0.1% | +7.5% | -7.6% | -4.0% |
| 1Y | +13.4% | +12.5% | +0.9% | +7.2% |
| 3Y | +37.2% | -35.4% | +72.6% | +51.4% |
| 5Y | +117.3% | -29.3% | +146.6% | +118.5% |
| All | +117.3% | -28.3% | +145.6% | +118.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling