+115.2%
PCAR vs STZ
-29.4%
+144.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | +4.9% | +2.6% | +2.4% | +4.2% |
| 30D | -1.4% | +15.2% | -16.6% | -5.5% |
| 3M | -18.1% | +7.6% | -25.8% | -20.1% |
| 6M | -4.0% | +5.3% | -9.3% | -6.0% |
| YTD | -1.5% | +8.6% | -10.1% | -5.6% |
| 1Y | +13.2% | +15.6% | -2.4% | +6.1% |
| 3Y | +35.8% | -35.2% | +71.0% | +49.9% |
| All | +115.2% | -29.4% | +144.6% | +118.2% |
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