+55.8%
SMR vs PCAR
+31.0%
+24.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -2.4% | +18.7% | +17.9% |
| 7D | -9.6% | +0.1% | -9.7% | -10.0% |
| 30D | -33.8% | -4.6% | -29.2% | -31.9% |
| 3M | -46.4% | -22.6% | -23.8% | -35.8% |
| 6M | -62.4% | -12.0% | -50.5% | -59.5% |
| YTD | -64.1% | -6.1% | -58.1% | -63.1% |
| 1Y | -84.3% | +6.3% | -90.7% | -85.4% |
| 3Y | +55.8% | +31.8% | +24.0% | -28.8% |
| All | +55.8% | +31.0% | +24.8% | -28.8% |
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