+25,877.0%
SYK vs PCAR
+13,107.1%
+12,769.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.5% |
| 7D | -6.8% | +2.1% | -8.9% | -7.4% |
| 30D | +10.6% | -1.2% | +11.8% | +11.0% |
| 3M | -9.7% | -18.6% | +8.9% | -4.2% |
| 6M | +6.7% | -5.1% | +11.8% | +7.9% |
| YTD | -10.4% | -1.8% | -8.6% | -10.5% |
| 1Y | -14.0% | +10.6% | -24.7% | -17.2% |
| 3Y | +17.6% | +34.9% | -17.3% | +4.9% |
| 5Y | +24.6% | +114.0% | -89.4% | -3.9% |
| 10Y | +216.1% | +288.4% | -72.3% | +103.7% |
| All | +25,877.0% | +13,107.1% | +12,769.9% | +5,222.2% |
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 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