-40.9%
SE vs PCAR
+32.4%
-73.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -6.1% | -0.5% | -5.6% | -6.0% |
| 30D | -2.5% | -6.2% | +3.8% | -0.9% |
| 3M | +21.7% | +5.9% | +15.8% | +19.4% |
| 6M | +27.0% | +0.4% | +26.6% | +25.3% |
| YTD | -12.1% | +14.8% | -27.0% | -15.5% |
| 1Y | -40.9% | +30.1% | -71.0% | -45.0% |
| All | -40.9% | +32.4% | -73.3% | -45.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling