+77.2%
SAP vs PCAR
+108.5%
-31.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.0% | +1.8% |
| 7D | +4.0% | +2.2% | +1.9% | +3.5% |
| 30D | +15.7% | -4.4% | +20.1% | +17.0% |
| 3M | +23.4% | -21.4% | +44.8% | +30.9% |
| 6M | +41.3% | -7.3% | +48.6% | +43.2% |
| YTD | +2.0% | -3.8% | +5.8% | +1.4% |
| 1Y | -5.1% | +6.3% | -11.4% | -8.5% |
| 3Y | +82.1% | +34.4% | +47.8% | +51.4% |
| 5Y | +77.2% | +109.2% | -32.1% | +12.6% |
| All | +77.2% | +108.5% | -31.4% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling