+82.5%
SPY vs PCAR
+168.1%
-85.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | +0.1% | -0.5% | +0.6% | +0.3% |
| 30D | +0.1% | -6.2% | +6.3% | +2.3% |
| 3M | +2.0% | +5.9% | -3.9% | -0.5% |
| 6M | +13.0% | +0.4% | +12.6% | +12.1% |
| YTD | +13.5% | +14.8% | -1.3% | +6.8% |
| 1Y | +20.0% | +30.1% | -10.1% | +7.1% |
| 3Y | +77.2% | +66.7% | +10.5% | +36.6% |
| All | +82.5% | +168.1% | -85.5% | +7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling