+70.1%
SE vs PCAR
+34.2%
+35.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.6% | -4.1% | -5.2% |
| 7D | -1.2% | +2.2% | -3.4% | -1.8% |
| 30D | -21.7% | -4.4% | -17.2% | -20.6% |
| 3M | -34.2% | -21.4% | -12.8% | -29.5% |
| 6M | -10.5% | -7.3% | -3.1% | -9.0% |
| YTD | -40.7% | -3.8% | -36.9% | -40.5% |
| 1Y | -52.1% | +6.3% | -58.3% | -53.3% |
| All | +70.1% | +34.2% | +35.8% | +163.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling