+365.1%
SE vs PCAR
+196.2%
+168.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.6% | -4.1% | -4.9% |
| 7D | -1.2% | +2.2% | -3.4% | -2.1% |
| 30D | -21.7% | -4.4% | -17.2% | -20.0% |
| 3M | -34.2% | -21.4% | -12.8% | -26.2% |
| 6M | -10.5% | -7.3% | -3.1% | -8.1% |
| YTD | -40.7% | -3.8% | -36.9% | -40.5% |
| 1Y | -52.1% | +6.3% | -58.3% | -54.4% |
| 3Y | +68.9% | +34.4% | +34.5% | +35.2% |
| 5Y | -78.9% | +109.2% | -188.1% | -86.8% |
| All | +365.1% | +196.2% | +168.9% | +123.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling