+372.3%
SE vs PCAR
+200.3%
+172.1%
-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% | -1.7% | -1.6% |
| 7D | 0.0% | +3.8% | -3.8% | -1.7% |
| 30D | -19.4% | -2.0% | -17.4% | -18.6% |
| 3M | -33.1% | -19.1% | -14.0% | -26.0% |
| 6M | -11.4% | -6.8% | -4.6% | -9.4% |
| YTD | -39.8% | -2.5% | -37.3% | -40.0% |
| 1Y | -50.5% | +9.7% | -60.1% | -53.7% |
| 3Y | +68.9% | +34.0% | +34.9% | +35.6% |
| 5Y | -77.1% | +113.3% | -190.4% | -85.8% |
| All | +372.3% | +200.3% | +172.1% | +125.7% |
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