+646.2%
STX vs PCAR
+36.1%
+610.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.7% | +6.1% | +8.2% |
| 7D | -14.8% | +2.9% | -17.7% | -15.8% |
| 30D | -35.4% | -2.1% | -33.2% | -34.8% |
| 3M | -37.7% | -20.4% | -17.3% | -30.9% |
| 6M | -35.2% | -7.0% | -28.3% | -33.9% |
| YTD | +84.4% | -2.6% | +87.0% | +84.1% |
| 1Y | +82.3% | +9.8% | +72.5% | +72.3% |
| 3Y | +646.2% | +37.3% | +609.0% | +479.3% |
| All | +646.2% | +36.1% | +610.1% | +479.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling