+2,514.3%
SOXX vs PCAR
+3,633.9%
-1,119.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.4% | +3.4% |
| 7D | +2.2% | -0.5% | +2.7% | +2.5% |
| 30D | -2.0% | -6.2% | +4.2% | +1.8% |
| 3M | -13.7% | +5.9% | -19.6% | -16.6% |
| 6M | +52.4% | +0.4% | +52.0% | +52.1% |
| YTD | +72.8% | +14.8% | +58.0% | +59.0% |
| 1Y | +113.9% | +30.1% | +83.8% | +81.7% |
| 3Y | +210.7% | +66.6% | +144.1% | +124.5% |
| 5Y | +244.6% | +166.1% | +78.5% | +87.4% |
| 10Y | +1,468.0% | +353.7% | +1,114.4% | +505.4% |
| All | +2,514.3% | +3,633.9% | -1,119.6% | +62.9% |
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