+244.8%
SOXX vs PCAR
+165.2%
+79.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -3.1% |
| 7D | +3.0% | -1.6% | +4.6% | +4.1% |
| 30D | -3.1% | -7.3% | +4.1% | +1.8% |
| 3M | -4.4% | +7.8% | -12.2% | -9.2% |
| 6M | +52.9% | +3.6% | +49.3% | +49.0% |
| YTD | +72.0% | +12.9% | +59.1% | +58.2% |
| 1Y | +105.1% | +27.3% | +77.8% | +73.4% |
| 3Y | +220.6% | +61.9% | +158.7% | +120.5% |
| 5Y | +244.8% | +164.2% | +80.7% | +64.8% |
| All | +244.8% | +165.2% | +79.6% | +64.8% |
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 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