+249.7%
SPOT vs PCAR
+35.0%
+214.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | -0.1% | -1.7% |
| 7D | -2.6% | +2.1% | -4.7% | -2.7% |
| 30D | +13.5% | -1.2% | +14.7% | +13.4% |
| 3M | +22.2% | -18.6% | +40.8% | +22.5% |
| 6M | +38.3% | -5.1% | +43.4% | +38.1% |
| YTD | +3.1% | -1.8% | +4.8% | +3.7% |
| 1Y | -7.6% | +10.6% | -18.3% | -7.0% |
| All | +249.7% | +35.0% | +214.7% | +236.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling