+3.7%
SO vs PCAR
+12.4%
-8.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.7% | -0.9% |
| 7D | +1.7% | +3.7% | -1.9% | +1.6% |
| 30D | +11.1% | -2.9% | +14.1% | +11.3% |
| 3M | +0.7% | -21.7% | +22.4% | +1.6% |
| 6M | -1.4% | -6.6% | +5.3% | -1.1% |
| YTD | +9.4% | -2.2% | +11.7% | +9.6% |
| 1Y | +3.7% | +12.2% | -8.5% | +2.9% |
| All | +3.7% | +12.4% | -8.7% | +2.9% |
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