-67.1%
SMR vs PCAR
+26.5%
-93.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.8% | +17.0% | +16.4% |
| 7D | +21.4% | 0.0% | +21.3% | +21.1% |
| 30D | +13.8% | -7.7% | +21.6% | +20.2% |
| 3M | +3.9% | +3.7% | +0.2% | +0.3% |
| 6M | -4.2% | +2.3% | -6.5% | -7.4% |
| YTD | -21.1% | +12.8% | -33.9% | -28.0% |
| 1Y | -67.1% | +27.8% | -94.8% | -71.7% |
| All | -67.1% | +26.5% | -93.6% | -71.7% |
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