+70.8%
SAP vs PCAR
+101.4%
-30.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.7% | -3.5% |
| 7D | -0.7% | +0.1% | -0.7% | -0.7% |
| 30D | +11.1% | -4.6% | +15.7% | +12.4% |
| 3M | +17.0% | -22.6% | +39.6% | +24.6% |
| 6M | +34.8% | -12.0% | +46.8% | +38.6% |
| YTD | -2.2% | -6.1% | +3.9% | -2.2% |
| 1Y | -6.4% | +6.3% | -12.8% | -10.0% |
| 3Y | +75.1% | +31.8% | +43.4% | +46.2% |
| All | +70.8% | +101.4% | -30.6% | +9.1% |
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