+5,976.4%
SO vs PCAR
+15,337.6%
-9,361.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -0.2% | -0.5% | +0.4% | -0.1% |
| 30D | -4.6% | -6.2% | +1.7% | -3.7% |
| 3M | -3.0% | +5.9% | -8.9% | -4.0% |
| 6M | -8.3% | +0.4% | -8.7% | -8.6% |
| YTD | +3.5% | +14.8% | -11.3% | +1.0% |
| 1Y | -0.9% | +30.1% | -31.0% | -5.3% |
| 3Y | +45.4% | +66.7% | -21.3% | +32.3% |
| 5Y | +59.6% | +166.1% | -106.5% | +34.4% |
| 10Y | +156.6% | +353.7% | -197.1% | +96.8% |
| All | +5,976.4% | +15,337.6% | -9,361.2% | +2,654.3% |
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 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