+1,727.7%
STM vs PCAR
+10,970.4%
-9,242.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -1.6% | -10.8% | -11.5% |
| 7D | -20.1% | +2.2% | -22.2% | -21.2% |
| 30D | -32.0% | -4.4% | -27.6% | -30.4% |
| 3M | -24.2% | -21.4% | -2.7% | -13.2% |
| 6M | -29.9% | -7.3% | -22.6% | -27.0% |
| YTD | +54.9% | -3.8% | +58.7% | +58.3% |
| 1Y | +68.0% | +6.3% | +61.7% | +62.0% |
| 3Y | -0.1% | +34.4% | -34.5% | -16.0% |
| 5Y | -17.9% | +109.2% | -127.1% | -46.4% |
| 10Y | +392.2% | +312.9% | +79.4% | +118.9% |
| All | +1,727.7% | +10,970.4% | -9,242.8% | +102.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling