+1,967.8%
STX vs PCAR
+292.6%
+1,675.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -17.3% | +3.8% | -21.1% | -19.0% |
| 30D | -35.9% | -2.0% | -34.0% | -35.4% |
| 3M | -37.3% | -19.1% | -18.2% | -29.6% |
| 6M | -35.8% | -6.8% | -29.0% | -34.1% |
| YTD | +82.7% | -2.5% | +85.2% | +82.5% |
| 1Y | +71.6% | +9.7% | +62.0% | +59.7% |
| 3Y | +635.3% | +34.0% | +601.3% | +484.6% |
| 5Y | +483.8% | +113.3% | +370.4% | +240.3% |
| 10Y | +1,967.8% | +278.2% | +1,689.6% | +765.3% |
| All | +1,967.8% | +292.6% | +1,675.2% | +765.3% |
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