+314.7%
SPYM vs PCAR
+357.6%
-42.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | +0.2% |
| 7D | +0.6% | 0.0% | +0.5% | +0.6% |
| 30D | -0.9% | -7.7% | +6.8% | +2.4% |
| 3M | +3.9% | +3.7% | +0.2% | +1.8% |
| 6M | +14.5% | +2.3% | +12.2% | +12.5% |
| YTD | +13.0% | +12.8% | +0.2% | +6.0% |
| 1Y | +19.4% | +27.8% | -8.3% | +5.6% |
| 3Y | +78.9% | +61.8% | +17.1% | +37.0% |
| 5Y | +82.3% | +168.2% | -85.9% | +7.0% |
| 10Y | +314.7% | +359.1% | -44.4% | +84.5% |
| All | +314.7% | +357.6% | -42.8% | +84.5% |
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