+368.8%
SNXX vs PCAR
+6.2%
+362.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.1% | -7.2% | -7.3% |
| 7D | -12.0% | -1.6% | -10.5% | -9.5% |
| 30D | +37.9% | -6.4% | +44.3% | +57.6% |
| 3M | -52.7% | +4.7% | -57.3% | -57.3% |
| 6M | +194.8% | +4.5% | +190.3% | +173.7% |
| All | +368.8% | +6.2% | +362.5% | +383.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling