+126.4%
SMR vs PCAR
+37.3%
+89.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -1.5% |
| 7D | +1.9% | +2.2% | -0.2% | +0.4% |
| 30D | -21.9% | +0.3% | -22.3% | -22.3% |
| 3M | -47.1% | -17.9% | -29.2% | -39.4% |
| 6M | -60.6% | -3.4% | -57.2% | -60.4% |
| YTD | -63.1% | -0.1% | -63.0% | -63.6% |
| 1Y | -80.4% | +13.4% | -93.9% | -82.5% |
| All | +126.4% | +37.3% | +89.1% | +32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling