+312.8%
SNXX vs PCAR
+5.6%
+307.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.2% | +23.2% | +23.1% |
| 7D | +34.9% | -0.5% | +35.4% | +35.9% |
| 30D | +52.5% | -6.2% | +58.8% | +71.7% |
| 3M | -41.3% | +5.9% | -47.2% | -47.2% |
| All | +312.8% | +5.6% | +307.2% | +305.2% |
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