-5.1%
SPOT vs PCAR
+11.3%
-16.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.0% | +2.3% |
| 7D | +1.6% | +4.9% | -3.3% | +1.1% |
| 30D | +16.9% | -1.4% | +18.3% | +16.8% |
| 3M | +23.0% | -18.1% | +41.1% | +23.8% |
| 6M | +42.2% | -4.0% | +46.2% | +40.3% |
| YTD | +5.5% | -1.5% | +7.0% | +9.3% |
| 1Y | -5.1% | +13.2% | -18.3% | -2.5% |
| All | -5.1% | +11.3% | -16.3% | -2.5% |
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 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 · 6 months rolling