+196.4%
SO vs PCAR
+288.5%
-92.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.2% |
| 7D | +1.4% | +4.9% | -3.6% | +0.4% |
| 30D | +4.7% | -1.4% | +6.1% | +4.9% |
| 3M | +1.7% | -18.1% | +19.8% | +5.5% |
| 6M | +2.2% | -4.0% | +6.2% | +2.5% |
| YTD | +10.0% | -1.5% | +11.4% | +9.4% |
| 1Y | +6.0% | +13.2% | -7.1% | +2.5% |
| 3Y | +54.1% | +35.8% | +18.3% | +39.4% |
| 5Y | +79.6% | +114.6% | -35.0% | +42.2% |
| All | +196.4% | +288.5% | -92.1% | +106.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling