+2,071.0%
STX vs PCAR
+326.7%
+1,744.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.7% | +6.1% | +7.7% |
| 7D | -14.8% | +2.9% | -17.7% | -16.1% |
| 30D | -35.4% | -2.1% | -33.2% | -34.7% |
| 3M | -37.7% | -20.4% | -17.3% | -29.4% |
| 6M | -35.2% | -7.0% | -28.3% | -33.5% |
| YTD | +84.4% | -2.6% | +87.0% | +84.3% |
| 1Y | +82.3% | +9.8% | +72.5% | +69.4% |
| 3Y | +646.2% | +37.3% | +609.0% | +483.9% |
| 5Y | +487.4% | +116.4% | +371.0% | +238.8% |
| 10Y | +2,071.0% | +293.0% | +1,778.1% | +781.4% |
| All | +2,071.0% | +326.7% | +1,744.4% | +781.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling