+448.0%
SNXX vs PCAR
+5.5%
+442.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +3.7% |
| 7D | +27.3% | -0.2% | +27.5% | +27.6% |
| 30D | +89.3% | -6.9% | +96.2% | +118.7% |
| 3M | -29.6% | +2.1% | -31.7% | -33.6% |
| 6M | +324.4% | +1.6% | +322.8% | +321.4% |
| All | +448.0% | +5.5% | +442.5% | +473.0% |
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