+487.4%
STX vs PCAR
+114.5%
+372.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.7% | +6.1% | +7.9% |
| 7D | -14.8% | +2.9% | -17.7% | -16.0% |
| 30D | -35.4% | -2.1% | -33.2% | -34.8% |
| 3M | -37.7% | -20.4% | -17.3% | -30.2% |
| 6M | -35.2% | -7.0% | -28.3% | -33.7% |
| YTD | +84.4% | -2.6% | +87.0% | +84.1% |
| 1Y | +82.3% | +9.8% | +72.5% | +70.7% |
| 3Y | +646.2% | +37.3% | +609.0% | +486.3% |
| 5Y | +487.4% | +116.4% | +371.0% | +241.0% |
| All | +487.4% | +114.5% | +372.9% | +241.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling