+98.1%
AGG vs PCAR
+1,375.7%
-1,277.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | -0.1% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | +2.4% | -4.6% | +6.9% | +2.3% |
| 3M | -0.2% | -22.6% | +22.4% | -0.5% |
| 6M | -1.0% | -12.0% | +11.0% | -1.1% |
| YTD | -0.4% | -6.1% | +5.7% | -0.4% |
| 1Y | -0.1% | +6.3% | -6.4% | +0.1% |
| 3Y | +15.3% | +31.8% | -16.5% | +16.0% |
| 5Y | -1.3% | +104.2% | -105.5% | +0.2% |
| 10Y | +15.4% | +302.9% | -287.5% | +19.4% |
| All | +98.1% | +1,375.7% | -1,277.7% | +113.1% |
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