+355.0%
SE vs PCAR
+207.5%
+147.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.4% | -6.1% | -4.8% |
| 7D | -7.7% | +2.2% | -9.9% | -8.7% |
| 30D | -22.8% | +0.3% | -23.2% | -23.0% |
| 3M | -43.7% | -17.9% | -25.8% | -38.3% |
| 6M | -12.8% | -3.4% | -9.4% | -12.4% |
| YTD | -42.0% | -0.1% | -41.9% | -42.9% |
| 1Y | -48.0% | +13.4% | -61.4% | -52.2% |
| 3Y | +62.7% | +37.2% | +25.5% | +29.0% |
| 5Y | -77.8% | +117.3% | -195.2% | -86.4% |
| All | +355.0% | +207.5% | +147.5% | +114.8% |
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