+80.7%
SAP vs PCAR
+114.3%
-33.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.3% |
| 7D | +0.6% | +4.9% | -4.3% | -0.6% |
| 30D | +6.5% | -1.4% | +8.0% | +6.9% |
| 3M | +12.2% | -18.1% | +30.4% | +17.8% |
| 6M | +46.1% | -4.0% | +50.1% | +46.7% |
| YTD | -1.6% | -1.5% | -0.2% | -2.8% |
| 1Y | -5.1% | +13.2% | -18.3% | -10.2% |
| 3Y | +68.4% | +35.8% | +32.6% | +39.8% |
| All | +80.7% | +114.3% | -33.5% | +13.9% |
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