+254.8%
SPOT vs PCAR
+288.4%
-33.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.8% | -2.0% |
| 7D | -2.9% | 0.0% | -2.9% | -2.9% |
| 30D | +8.3% | -7.7% | +16.0% | +11.0% |
| 3M | +5.1% | +3.7% | +1.4% | +3.2% |
| 6M | -6.5% | +2.3% | -8.8% | -7.8% |
| YTD | -9.0% | +12.8% | -21.8% | -13.4% |
| 1Y | -26.4% | +27.8% | -54.2% | -33.2% |
| 3Y | +240.0% | +61.8% | +178.2% | +165.1% |
| 5Y | +111.7% | +168.2% | -56.5% | +30.9% |
| All | +254.8% | +288.4% | -33.7% | +83.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling