+285.9%
PCAR vs AG
+80.4%
+205.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.3% | +3.6% | -1.4% |
| 7D | +2.1% | -6.0% | +8.1% | +2.4% |
| 30D | -1.2% | -14.3% | +13.1% | -0.5% |
| 3M | -18.6% | -26.9% | +8.3% | -17.4% |
| 6M | -5.1% | -42.1% | +37.0% | -2.9% |
| YTD | -1.8% | -15.9% | +14.1% | -1.6% |
| 1Y | +10.6% | +11.5% | -0.9% | +9.3% |
| 3Y | +34.9% | +208.0% | -173.1% | +24.8% |
| 5Y | +114.0% | +2.4% | +111.5% | +104.4% |
| All | +285.9% | +80.4% | +205.5% | +251.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling