+25,648.3%
SYK vs PCAR
+13,148.1%
+12,500.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -5.0% | +4.9% | -9.9% | -6.4% |
| 30D | +9.9% | -1.4% | +11.4% | +10.4% |
| 3M | -8.9% | -18.1% | +9.2% | -3.5% |
| 6M | +3.1% | -4.0% | +7.1% | +3.9% |
| YTD | -11.1% | -1.5% | -9.7% | -11.4% |
| 1Y | -16.2% | +13.2% | -29.3% | -19.8% |
| 3Y | +13.2% | +35.8% | -22.6% | +0.7% |
| 5Y | +23.5% | +114.6% | -91.2% | -4.8% |
| 10Y | +213.3% | +289.6% | -76.3% | +101.7% |
| All | +25,648.3% | +13,148.1% | +12,500.2% | +5,170.5% |
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