-85.6%
SMR vs PCAR
+12.4%
-98.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.0% | -8.5% | -7.1% |
| 7D | -9.5% | +3.7% | -13.2% | -11.8% |
| 30D | -33.2% | -2.9% | -30.3% | -31.9% |
| 3M | -45.9% | -21.7% | -24.2% | -35.0% |
| 6M | -57.9% | -6.6% | -51.2% | -57.0% |
| YTD | -63.8% | -2.2% | -61.6% | -66.6% |
| 1Y | -85.6% | +12.2% | -97.8% | -89.5% |
| All | -85.6% | +12.4% | -98.0% | -89.5% |
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