-1.4%
AGG vs PCAR
+168.7%
-170.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | -0.1% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | -0.4% | -7.7% | +7.4% | -0.2% |
| 3M | -0.3% | +3.7% | -4.0% | -0.4% |
| 6M | -1.2% | +2.3% | -3.5% | -1.3% |
| YTD | -0.4% | +12.8% | -13.2% | -0.7% |
| 1Y | +0.4% | +27.8% | -27.4% | -0.2% |
| 3Y | +13.4% | +61.8% | -48.4% | +12.0% |
| 5Y | -1.4% | +168.2% | -169.6% | -3.2% |
| All | -1.4% | +168.7% | -170.2% | -3.2% |
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