+21.0%
STM vs PCAR
+168.1%
-147.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +5.8% | -0.5% | +6.3% | +6.2% |
| 30D | -1.0% | -6.2% | +5.2% | +4.2% |
| 3M | -33.3% | +5.9% | -39.2% | -36.3% |
| 6M | +57.4% | +0.4% | +57.0% | +56.6% |
| YTD | +102.2% | +14.8% | +87.4% | +81.7% |
| 1Y | +99.6% | +30.1% | +69.5% | +62.3% |
| 3Y | +14.5% | +66.7% | -52.1% | -25.4% |
| All | +21.0% | +168.1% | -147.1% | -46.8% |
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