+308.8%
SPOT vs PCAR
+235.2%
+73.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | -0.2% |
| 7D | +2.5% | +2.9% | -0.4% | +1.6% |
| 30D | +15.1% | -2.1% | +17.2% | +15.9% |
| 3M | +24.8% | -20.4% | +45.1% | +33.9% |
| 6M | +45.8% | -7.0% | +52.7% | +47.6% |
| YTD | +4.9% | -2.6% | +7.5% | +4.5% |
| 1Y | -1.3% | +9.8% | -11.0% | -5.8% |
| 3Y | +257.7% | +37.3% | +220.4% | +194.1% |
| 5Y | +118.5% | +116.4% | +2.1% | +45.2% |
| All | +308.8% | +235.2% | +73.5% | +121.5% |
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