+3.8%
SYK vs PCAR
+165.2%
-161.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.5% | -2.1% |
| 7D | -12.3% | -1.6% | -10.8% | -11.9% |
| 30D | -22.4% | -7.3% | -15.2% | -20.6% |
| 3M | -12.3% | +7.8% | -20.2% | -14.7% |
| 6M | -24.3% | +3.6% | -27.9% | -25.5% |
| YTD | -22.8% | +12.9% | -35.6% | -26.2% |
| 1Y | -28.8% | +27.3% | -56.1% | -34.7% |
| 3Y | -4.0% | +61.9% | -65.9% | -23.1% |
| 5Y | +3.8% | +164.2% | -160.3% | -37.2% |
| All | +3.8% | +165.2% | -161.3% | -37.2% |
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