+444.1%
STM vs PCAR
+291.3%
+152.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.5% | +0.5% |
| 7D | -7.9% | +3.5% | -11.4% | -10.4% |
| 30D | -14.1% | -2.3% | -11.9% | -13.0% |
| 3M | -17.6% | -19.3% | +1.7% | -3.8% |
| 6M | -24.2% | -7.1% | -17.1% | -20.5% |
| YTD | +73.3% | -2.8% | +76.1% | +76.1% |
| 1Y | +90.1% | +9.3% | +80.8% | +76.8% |
| 3Y | +10.3% | +33.5% | -23.2% | -13.3% |
| 5Y | -5.7% | +112.6% | -118.4% | -48.3% |
| 10Y | +444.1% | +276.9% | +167.1% | +100.7% |
| All | +444.1% | +291.3% | +152.8% | +100.7% |
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