-80.6%
SNXX vs PCAR
-4.9%
-75.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.7% | -6.0% | -5.6% |
| 7D | +31.1% | +2.1% | +29.0% | +28.9% |
| 30D | -66.1% | -1.2% | -64.9% | -65.2% |
| 3M | -63.4% | -18.6% | -44.8% | -48.9% |
| 6M | -80.6% | -5.1% | -75.6% | -78.6% |
| All | -80.6% | -4.9% | -75.7% | -78.6% |
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