+82.7%
SAP vs PCAR
+34.2%
+48.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.0% | +1.6% |
| 7D | +4.0% | +2.2% | +1.9% | +3.8% |
| 30D | +15.7% | -4.4% | +20.1% | +16.3% |
| 3M | +23.4% | -21.4% | +44.8% | +26.6% |
| 6M | +41.3% | -7.3% | +48.6% | +42.3% |
| YTD | +2.0% | -3.8% | +5.8% | +1.6% |
| 1Y | -5.1% | +6.3% | -11.4% | -7.0% |
| All | +82.7% | +34.2% | +48.5% | +61.8% |
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