+365.7%
SE vs PCAR
+189.1%
+176.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +1.3% |
| 7D | +2.0% | +0.1% | +1.9% | +2.0% |
| 30D | -20.0% | -4.6% | -15.4% | -18.3% |
| 3M | -31.8% | -22.6% | -9.2% | -22.9% |
| 6M | -15.9% | -12.0% | -3.9% | -11.5% |
| YTD | -40.6% | -6.1% | -34.5% | -39.7% |
| 1Y | -50.7% | +6.3% | -57.0% | -53.2% |
| 3Y | +70.3% | +31.8% | +38.5% | +37.5% |
| 5Y | -78.8% | +104.2% | -183.0% | -86.6% |
| All | +365.7% | +189.1% | +176.6% | +126.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling