+372.3%
SE vs PCAR
+199.3%
+173.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | 0.0% | +3.5% | -3.4% | -1.5% |
| 30D | -19.4% | -2.3% | -17.1% | -18.5% |
| 3M | -33.1% | -19.3% | -13.8% | -25.9% |
| 6M | -11.4% | -7.1% | -4.3% | -9.3% |
| YTD | -39.8% | -2.8% | -37.0% | -39.9% |
| 1Y | -50.5% | +9.3% | -59.8% | -53.6% |
| 3Y | +68.9% | +33.5% | +35.4% | +35.8% |
| 5Y | -77.1% | +112.6% | -189.7% | -85.8% |
| All | +372.3% | +199.3% | +173.1% | +126.1% |
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 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