+77.6%
SO vs PCAR
+108.5%
-30.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.4% |
| 7D | +0.4% | +2.2% | -1.8% | +0.1% |
| 30D | +9.2% | -4.4% | +13.7% | +9.8% |
| 3M | +1.1% | -21.4% | +22.5% | +3.7% |
| 6M | -1.1% | -7.3% | +6.3% | -0.5% |
| YTD | +9.7% | -3.8% | +13.4% | +9.6% |
| 1Y | +5.5% | +6.3% | -0.8% | +4.1% |
| 3Y | +47.0% | +34.4% | +12.7% | +36.5% |
| 5Y | +77.6% | +109.2% | -31.6% | +47.3% |
| All | +77.6% | +108.5% | -30.9% | +47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling