+392.6%
STM vs PCAR
+296.2%
+96.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.4% | +6.8% | +6.2% |
| 7D | -10.7% | +0.1% | -10.8% | -11.0% |
| 30D | -25.7% | -4.6% | -21.2% | -23.6% |
| 3M | -21.6% | -22.6% | +1.0% | -5.7% |
| 6M | -27.8% | -12.0% | -15.8% | -21.2% |
| YTD | +61.8% | -6.1% | +67.9% | +68.5% |
| 1Y | +78.1% | +6.3% | +71.8% | +69.0% |
| 3Y | +4.9% | +31.8% | -26.9% | -16.5% |
| 5Y | -14.3% | +104.2% | -118.4% | -51.3% |
| All | +392.6% | +296.2% | +96.3% | +98.6% |
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