+307.8%
SPY vs PCAR
+288.5%
+19.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +2.6% | +4.9% | -2.3% | +0.5% |
| 30D | -2.0% | -1.4% | -0.6% | -1.5% |
| 3M | -2.8% | -18.1% | +15.4% | +5.4% |
| 6M | +2.1% | -4.0% | +6.1% | +3.0% |
| YTD | +11.5% | -1.5% | +12.9% | +10.5% |
| 1Y | +13.5% | +13.2% | +0.3% | +5.6% |
| 3Y | +77.7% | +35.8% | +41.9% | +46.9% |
| 5Y | +72.6% | +114.6% | -42.0% | +12.0% |
| All | +307.8% | +288.5% | +19.3% | +100.2% |
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