-16.6%
SPCX vs PCAR
-13.5%
-3.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.4% | +11.0% | +8.8% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | -19.9% | -4.6% | -15.3% | -19.4% |
| 3M | +16.8% | -22.6% | +39.4% | +25.6% |
| All | -16.6% | -13.5% | -3.0% | -11.9% |
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 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 · Available span rolling