+15,068.3%
PCAR vs SYY
+4,458.5%
+10,609.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.4% | +0.7% |
| 7D | -0.5% | -2.3% | +1.8% | +0.5% |
| 30D | -6.2% | -4.9% | -1.3% | -4.2% |
| 3M | +5.9% | +8.4% | -2.5% | +2.0% |
| 6M | +0.4% | -7.4% | +7.8% | +2.6% |
| YTD | +14.8% | +11.0% | +3.8% | +8.0% |
| 1Y | +30.1% | -0.2% | +30.3% | +28.1% |
| 3Y | +66.7% | +23.8% | +42.9% | +48.1% |
| 5Y | +166.1% | +18.1% | +148.0% | +138.7% |
| 10Y | +353.7% | +94.6% | +259.1% | +190.7% |
| All | +15,068.3% | +4,458.5% | +10,609.8% | +2,776.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling