+6,337.0%
SO vs PCAR
+12,836.9%
-6,499.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.5% |
| 7D | +0.4% | +2.2% | -1.8% | 0.0% |
| 30D | +9.2% | -4.4% | +13.7% | +9.9% |
| 3M | +1.1% | -21.4% | +22.5% | +4.7% |
| 6M | -1.1% | -7.3% | +6.3% | -0.2% |
| YTD | +9.7% | -3.8% | +13.4% | +9.8% |
| 1Y | +5.5% | +6.3% | -0.8% | +3.9% |
| 3Y | +47.0% | +34.4% | +12.7% | +38.2% |
| 5Y | +77.6% | +109.2% | -31.6% | +54.9% |
| 10Y | +181.0% | +312.9% | -131.9% | +118.6% |
| All | +6,337.0% | +12,836.9% | -6,499.8% | +2,893.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling