-0.7%
AGG vs PCAR
+9.5%
-10.2%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -0.1% | +3.8% | -3.9% | -0.2% |
| 30D | +1.4% | -2.0% | +3.3% | +1.4% |
| 3M | -0.7% | -19.1% | +18.4% | +0.2% |
| 6M | -1.7% | -6.8% | +5.2% | -1.4% |
| YTD | -1.1% | -2.5% | +1.4% | -1.3% |
| 1Y | -0.7% | +9.7% | -10.3% | -1.6% |
| All | -0.7% | +9.5% | -10.2% | -1.6% |
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