+476.2%
STX vs PCAR
+114.3%
+361.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.2% |
| 7D | +14.6% | +4.9% | +9.7% | +12.1% |
| 30D | -26.0% | -1.4% | -24.5% | -25.5% |
| 3M | -42.6% | -18.1% | -24.5% | -36.6% |
| 6M | -35.3% | -4.0% | -31.3% | -34.8% |
| YTD | +92.5% | -1.5% | +93.9% | +91.2% |
| 1Y | +102.4% | +13.2% | +89.2% | +86.6% |
| 3Y | +673.8% | +35.8% | +638.0% | +513.4% |
| All | +476.2% | +114.3% | +361.9% | +233.1% |
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