+311.1%
SPY vs PCAR
+290.1%
+21.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +0.3% |
| 7D | -0.9% | +2.2% | -3.1% | -1.8% |
| 30D | -2.4% | +0.3% | -2.7% | -2.6% |
| 3M | -1.2% | -17.9% | +16.8% | +7.1% |
| 6M | +3.3% | -3.4% | +6.7% | +3.9% |
| YTD | +12.3% | -0.1% | +12.4% | +10.7% |
| 1Y | +12.4% | +13.4% | -1.0% | +4.6% |
| 3Y | +78.8% | +37.2% | +41.6% | +47.2% |
| 5Y | +75.2% | +117.3% | -42.2% | +13.1% |
| 10Y | +311.1% | +295.0% | +16.1% | +100.4% |
| All | +311.1% | +290.1% | +21.0% | +100.4% |
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 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