+186.8%
SO vs PCAR
+326.7%
-139.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.3% | +0.6% |
| 7D | -1.1% | +2.9% | -4.0% | -1.7% |
| 30D | +8.6% | -2.1% | +10.7% | +9.0% |
| 3M | +1.8% | -20.4% | +22.1% | +6.1% |
| 6M | +3.6% | -7.0% | +10.6% | +4.6% |
| YTD | +9.9% | -2.6% | +12.6% | +9.7% |
| 1Y | +5.7% | +9.8% | -4.1% | +2.8% |
| 3Y | +52.5% | +37.3% | +15.2% | +37.6% |
| 5Y | +77.3% | +116.4% | -39.1% | +40.4% |
| 10Y | +186.8% | +293.0% | -106.2% | +104.1% |
| All | +186.8% | +326.7% | -139.9% | +104.1% |
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