+16,011.1%
STX vs PCAR
+2,883.6%
+13,127.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.2% | +6.2% | +6.3% |
| 7D | +2.4% | -0.5% | +2.9% | +2.6% |
| 30D | +1.4% | -6.2% | +7.6% | +5.2% |
| 3M | -8.2% | +5.9% | -14.1% | -11.4% |
| 6M | +127.0% | +0.4% | +126.6% | +124.5% |
| YTD | +209.1% | +14.8% | +194.3% | +183.9% |
| 1Y | +365.4% | +30.1% | +335.3% | +295.0% |
| 3Y | +1,135.4% | +66.7% | +1,068.7% | +788.9% |
| 5Y | +991.5% | +166.1% | +825.4% | +491.6% |
| 10Y | +3,695.8% | +353.7% | +3,342.1% | +1,375.4% |
| All | +16,011.1% | +2,883.6% | +13,127.5% | +1,821.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling