+52.5%
SOXX vs PCAR
+12.4%
+40.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.0% | -7.2% | -5.4% |
| 7D | -13.7% | +3.7% | -17.4% | -15.5% |
| 30D | -23.6% | -2.9% | -20.7% | -22.4% |
| 3M | -16.9% | -21.7% | +4.8% | -2.5% |
| 6M | -2.4% | -6.6% | +4.2% | +0.7% |
| YTD | +49.8% | -2.2% | +52.1% | +50.7% |
| 1Y | +52.5% | +12.2% | +40.3% | +46.0% |
| All | +52.5% | +12.4% | +40.1% | +46.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling