+90.1%
STM vs PCAR
+9.5%
+80.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.2% |
| 7D | -7.9% | +3.8% | -11.7% | -10.6% |
| 30D | -14.1% | -2.0% | -12.2% | -13.0% |
| 3M | -17.6% | -19.1% | +1.5% | -1.5% |
| 6M | -24.2% | -6.8% | -17.4% | -21.1% |
| YTD | +73.3% | -2.5% | +75.8% | +73.6% |
| 1Y | +90.1% | +9.7% | +80.4% | +76.2% |
| All | +90.1% | +9.5% | +80.6% | +76.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling