+14,800.7%
PCAR vs SU
+60,758.6%
-45,957.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.8% |
| 7D | 0.0% | -1.0% | +1.0% | 0.0% |
| 30D | -7.7% | +13.7% | -21.4% | -7.7% |
| 3M | +3.7% | +8.0% | -4.3% | +3.7% |
| 6M | +2.3% | +21.0% | -18.7% | +2.3% |
| YTD | +12.8% | +56.2% | -43.4% | +12.7% |
| 1Y | +27.8% | +72.2% | -44.4% | +27.6% |
| 3Y | +61.8% | +118.1% | -56.3% | +61.6% |
| 5Y | +168.2% | +350.3% | -182.1% | +167.5% |
| 10Y | +359.1% | +248.5% | +110.6% | +357.9% |
| All | +14,800.7% | +60,758.6% | -45,957.9% | +14,456.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling