+195.7%
SO vs PCAR
+280.9%
-85.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -0.1% | +3.8% | -3.9% | -0.8% |
| 30D | +8.7% | -2.0% | +10.6% | +9.0% |
| 3M | +3.4% | -19.1% | +22.5% | +7.5% |
| 6M | +3.7% | -6.8% | +10.5% | +4.7% |
| YTD | +10.0% | -2.5% | +12.5% | +9.7% |
| 1Y | +6.6% | +9.7% | -3.1% | +3.7% |
| 3Y | +52.5% | +34.0% | +18.5% | +38.3% |
| 5Y | +76.1% | +113.3% | -37.3% | +39.5% |
| All | +195.7% | +280.9% | -85.2% | +106.8% |
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