+75.1%
SAP vs PCAR
+31.0%
+44.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.7% | -3.8% |
| 7D | -0.7% | +0.1% | -0.7% | -0.7% |
| 30D | +11.1% | -4.6% | +15.7% | +11.7% |
| 3M | +17.0% | -22.6% | +39.6% | +20.3% |
| 6M | +34.8% | -12.0% | +46.8% | +36.7% |
| YTD | -2.2% | -6.1% | +3.9% | -2.3% |
| 1Y | -6.4% | +6.3% | -12.8% | -8.4% |
| 3Y | +75.1% | +31.8% | +43.4% | +55.6% |
| All | +75.1% | +31.0% | +44.1% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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