+123.8%
STX vs PCAR
+12.4%
+111.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +4.0% | -12.2% | -9.6% |
| 7D | -20.2% | +3.7% | -23.8% | -21.4% |
| 30D | -37.2% | -2.9% | -34.3% | -36.4% |
| 3M | -34.1% | -21.7% | -12.3% | -25.5% |
| 6M | -24.5% | -6.6% | -17.8% | -23.8% |
| YTD | +102.9% | -2.2% | +105.2% | +94.4% |
| 1Y | +123.8% | +12.2% | +111.6% | +105.0% |
| All | +123.8% | +12.4% | +111.4% | +105.0% |
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