+276.9%
PCAR vs AG
+64.1%
+212.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.9% | +5.7% | +0.2% |
| 7D | +3.5% | +6.0% | -2.5% | +3.1% |
| 30D | -2.3% | -13.5% | +11.3% | -1.6% |
| 3M | -19.3% | -20.7% | +1.3% | -18.5% |
| 6M | -7.1% | -31.5% | +24.4% | -5.8% |
| YTD | -2.8% | -10.1% | +7.4% | -3.0% |
| 1Y | +9.3% | +26.0% | -16.7% | +7.3% |
| 3Y | +33.5% | +228.9% | -195.4% | +22.9% |
| 5Y | +112.6% | +8.7% | +104.0% | +102.4% |
| 10Y | +276.9% | +71.9% | +205.1% | +241.9% |
| All | +276.9% | +64.1% | +212.9% | +241.9% |
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