-80.9%
SMR vs PCAR
+9.3%
-90.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.7% | +3.4% | +4.9% |
| 7D | +1.7% | +2.9% | -1.2% | -0.2% |
| 30D | -24.4% | -2.1% | -22.3% | -23.5% |
| 3M | -44.6% | -20.4% | -24.2% | -35.3% |
| 6M | -56.7% | -7.0% | -49.7% | -55.8% |
| YTD | -61.6% | -2.6% | -59.0% | -63.2% |
| All | -80.9% | +9.3% | -90.2% | -83.2% |
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