+60.4%
PCAR vs SU
+116.9%
-56.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.9% |
| 7D | 0.0% | -1.0% | +1.0% | +0.2% |
| 30D | -7.7% | +13.7% | -21.4% | -9.9% |
| 3M | +3.7% | +8.0% | -4.3% | +2.1% |
| 6M | +2.3% | +21.0% | -18.7% | -3.3% |
| YTD | +12.8% | +56.2% | -43.4% | -1.0% |
| 1Y | +27.8% | +72.2% | -44.4% | +8.8% |
| All | +60.4% | +116.9% | -56.5% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 3y: compounded portfolio wealth divided by compounded SU 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…
3y analysis · Full analysis span regression · 6 months rolling