+455.7%
STX vs PCAR
+108.5%
+347.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -1.6% | -14.7% | -15.5% |
| 7D | -33.4% | +2.2% | -35.6% | -34.2% |
| 30D | -42.1% | -4.4% | -37.7% | -41.0% |
| 3M | -44.3% | -21.4% | -22.8% | -37.2% |
| 6M | -39.4% | -7.3% | -32.1% | -37.9% |
| YTD | +70.0% | -3.8% | +73.7% | +70.6% |
| 1Y | +70.2% | +6.3% | +63.9% | +61.9% |
| 3Y | +585.2% | +34.4% | +550.8% | +444.9% |
| 5Y | +455.7% | +109.2% | +346.4% | +227.3% |
| All | +455.7% | +108.5% | +347.1% | +227.3% |
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 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