+164.2%
PCAR vs SYY
+20.0%
+144.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.2% |
| 7D | -1.6% | +1.5% | -3.1% | -2.2% |
| 30D | -7.3% | -2.3% | -5.0% | -6.4% |
| 3M | +7.8% | +5.5% | +2.3% | +5.2% |
| 6M | +3.6% | -1.0% | +4.5% | +3.0% |
| YTD | +12.9% | +14.1% | -1.3% | +4.4% |
| 1Y | +27.3% | +5.6% | +21.7% | +22.2% |
| 3Y | +61.9% | +27.9% | +34.0% | +39.5% |
| 5Y | +164.2% | +22.7% | +141.4% | +127.1% |
| All | +164.2% | +20.0% | +144.2% | +127.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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