-77.1%
SE vs PCAR
+114.5%
-191.7%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.7% | -0.7% | +1.1% |
| 7D | +3.3% | +2.9% | +0.4% | +1.9% |
| 30D | -18.2% | -2.1% | -16.0% | -17.3% |
| 3M | -31.3% | -20.4% | -10.9% | -23.2% |
| 6M | -10.1% | -7.0% | -3.1% | -8.0% |
| YTD | -38.9% | -2.6% | -36.2% | -39.3% |
| 1Y | -48.0% | +9.8% | -57.8% | -51.8% |
| 3Y | +78.8% | +37.3% | +41.6% | +29.7% |
| 5Y | -77.1% | +116.4% | -193.6% | -89.0% |
| All | -77.1% | +114.5% | -191.7% | -89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling