-52.1%
SMR vs PCAR
+105.0%
-157.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.7% | -6.2% | -6.8% |
| 7D | +10.3% | +2.1% | +8.2% | +8.7% |
| 30D | -25.7% | -1.2% | -24.5% | -25.3% |
| 3M | -49.7% | -18.6% | -31.1% | -42.9% |
| 6M | -59.8% | -5.1% | -54.8% | -59.0% |
| YTD | -66.0% | -1.8% | -64.2% | -65.9% |
| 1Y | -81.4% | +10.6% | -92.1% | -82.8% |
| 3Y | +130.6% | +34.9% | +95.7% | +89.0% |
| All | -52.1% | +105.0% | -157.1% | -67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling