-16.2%
SYK vs PCAR
+11.3%
-27.4%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -5.0% | +4.9% | -9.9% | -6.3% |
| 30D | +9.9% | -1.4% | +11.4% | +10.1% |
| 3M | -8.9% | -18.1% | +9.2% | -4.9% |
| 6M | +3.1% | -4.0% | +7.1% | +3.0% |
| YTD | -11.1% | -1.5% | -9.7% | -13.0% |
| 1Y | -16.2% | +13.2% | -29.3% | -21.7% |
| All | -16.2% | +11.3% | -27.4% | -21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling