+367.2%
PCAR vs AG
+60.0%
+307.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.1% | +0.3% |
| 7D | -0.5% | +1.0% | -1.5% | -0.6% |
| 30D | -6.2% | +19.2% | -25.4% | -7.2% |
| 3M | +5.9% | +6.2% | -0.3% | +5.3% |
| 6M | +0.4% | -26.7% | +27.1% | +1.3% |
| YTD | +14.8% | +26.1% | -11.3% | +12.7% |
| 1Y | +30.1% | +131.7% | -101.6% | +23.7% |
| 3Y | +66.7% | +255.3% | -188.7% | +52.5% |
| 5Y | +166.1% | +61.9% | +104.2% | +148.5% |
| All | +367.2% | +60.0% | +307.2% | +336.6% |
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