+103.7%
SOXX vs PCAR
+27.4%
+76.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -3.1% |
| 7D | +3.0% | -1.6% | +4.6% | +4.0% |
| 30D | -3.1% | -7.3% | +4.1% | +1.7% |
| 3M | -4.4% | +7.8% | -12.2% | -9.2% |
| 6M | +52.9% | +3.6% | +49.3% | +47.9% |
| YTD | +72.0% | +12.9% | +59.1% | +61.2% |
| All | +103.7% | +27.4% | +76.3% | +85.8% |
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