-1.1%
AGG vs PCAR
+101.4%
-102.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | 0.0% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | +2.4% | -4.6% | +6.9% | +2.5% |
| 3M | -0.2% | -22.6% | +22.4% | +0.4% |
| 6M | -1.0% | -12.0% | +11.0% | -0.7% |
| YTD | -0.4% | -6.1% | +5.7% | -0.3% |
| 1Y | -0.1% | +6.3% | -6.4% | -0.2% |
| 3Y | +15.3% | +31.8% | -16.5% | +14.3% |
| All | -1.1% | +101.4% | -102.5% | -2.8% |
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