-73.1%
SMR vs PCAR
+32.4%
-105.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +4.4% | -0.5% | +4.9% | +4.8% |
| 30D | +3.4% | -6.2% | +9.6% | +8.2% |
| 3M | -19.2% | +5.9% | -25.1% | -22.8% |
| 6M | -22.6% | +0.4% | -23.0% | -24.1% |
| YTD | -31.5% | +14.8% | -46.4% | -38.1% |
| 1Y | -73.1% | +30.1% | -103.2% | -77.0% |
| All | -73.1% | +32.4% | -105.4% | -77.0% |
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 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