+365.4%
STX vs PCAR
+32.4%
+333.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.2% | +6.2% | +6.3% |
| 7D | +2.4% | -0.5% | +2.9% | +2.6% |
| 30D | +1.4% | -6.2% | +7.6% | +4.2% |
| 3M | -8.2% | +5.9% | -14.1% | -11.3% |
| 6M | +127.0% | +0.4% | +126.6% | +123.9% |
| YTD | +209.1% | +14.8% | +194.3% | +193.1% |
| 1Y | +365.4% | +30.1% | +335.3% | +349.8% |
| All | +365.4% | +32.4% | +333.1% | +349.8% |
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 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