+2,285.7%
STM vs PCAR
+13,110.4%
-10,824.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +5.8% | -0.5% | +6.3% | +6.1% |
| 30D | -1.0% | -6.2% | +5.2% | +2.8% |
| 3M | -33.3% | +5.9% | -39.2% | -35.4% |
| 6M | +57.4% | +0.4% | +57.0% | +57.6% |
| YTD | +102.2% | +14.8% | +87.4% | +87.6% |
| 1Y | +99.6% | +30.1% | +69.5% | +71.8% |
| 3Y | +14.5% | +66.7% | -52.1% | -14.6% |
| 5Y | +21.4% | +166.1% | -144.8% | -30.7% |
| 10Y | +695.0% | +353.7% | +341.3% | +235.4% |
| All | +2,285.7% | +13,110.4% | -10,824.6% | +139.5% |
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