+264.0%
SPOT vs PCAR
+295.4%
-31.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.3% | -3.2% |
| 7D | -0.9% | -0.5% | -0.4% | -0.8% |
| 30D | +12.5% | -6.2% | +18.7% | +14.7% |
| 3M | +9.9% | +5.9% | +4.0% | +7.2% |
| 6M | +1.6% | +0.4% | +1.2% | +0.8% |
| YTD | -6.6% | +14.8% | -21.4% | -11.6% |
| 1Y | -22.9% | +30.1% | -53.0% | -30.5% |
| 3Y | +244.3% | +66.7% | +177.6% | +165.3% |
| 5Y | +117.8% | +166.1% | -48.3% | +35.1% |
| All | +264.0% | +295.4% | -31.4% | +87.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling