-35.4%
SNDK vs PCAR
-4.9%
-30.6%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.5% | -3.1% |
| 7D | +16.2% | +2.1% | +14.2% | +15.0% |
| 30D | -36.8% | -1.2% | -35.6% | -36.1% |
| 3M | -30.3% | -18.6% | -11.7% | -17.7% |
| 6M | -35.4% | -5.1% | -30.4% | -32.4% |
| All | -35.4% | -4.9% | -30.6% | -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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling