-5.4%
SYK vs PCAR
+60.2%
-65.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -11.8% | -0.2% | -11.6% | -11.7% |
| 30D | -20.4% | -6.9% | -13.5% | -19.1% |
| 3M | -12.1% | +2.1% | -14.2% | -12.7% |
| 6M | -24.3% | +1.6% | -25.9% | -24.8% |
| YTD | -21.2% | +12.2% | -33.5% | -23.6% |
| 1Y | -29.2% | +28.0% | -57.2% | -33.4% |
| All | -5.4% | +60.2% | -65.5% | -16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling