-49.7%
SE vs PCAR
+9.3%
-59.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.7% | -0.7% | +2.0% |
| 7D | +3.3% | +2.9% | +0.4% | +2.5% |
| 30D | -18.2% | -2.1% | -16.0% | -17.8% |
| 3M | -31.3% | -20.4% | -10.9% | -27.6% |
| 6M | -10.1% | -7.0% | -3.1% | -9.4% |
| YTD | -38.9% | -2.6% | -36.2% | -38.3% |
| All | -49.7% | +9.3% | -59.1% | -50.5% |
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