-3.6%
SMR vs PCAR
+139.6%
-143.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +4.4% | -0.5% | +4.9% | +4.8% |
| 30D | +3.4% | -6.2% | +9.6% | +8.0% |
| 3M | -19.2% | +5.9% | -25.1% | -22.4% |
| 6M | -22.6% | +0.4% | -23.0% | -23.2% |
| YTD | -31.5% | +14.8% | -46.4% | -37.6% |
| 1Y | -73.1% | +30.1% | -103.2% | -77.4% |
| 3Y | +55.0% | +66.7% | -11.7% | +12.5% |
| All | -3.6% | +139.6% | -143.2% | -40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling