+52.5%
SO vs PCAR
+36.1%
+16.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.3% | +1.2% |
| 7D | -1.1% | +2.9% | -4.0% | -1.2% |
| 30D | +8.6% | -2.1% | +10.7% | +8.7% |
| 3M | +1.8% | -20.4% | +22.1% | +2.7% |
| 6M | +3.6% | -7.0% | +10.6% | +3.9% |
| YTD | +9.9% | -2.6% | +12.6% | +10.0% |
| 1Y | +5.7% | +9.8% | -4.1% | +5.3% |
| 3Y | +52.5% | +37.3% | +15.2% | +40.2% |
| All | +52.5% | +36.1% | +16.4% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling