+293.0%
PCAR vs AG
+77.4%
+215.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.7% | -1.0% | +3.4% |
| 7D | +2.9% | +10.8% | -7.9% | +2.4% |
| 30D | -2.1% | -8.2% | +6.0% | -1.8% |
| 3M | -20.4% | -13.7% | -6.7% | -19.9% |
| 6M | -7.0% | -27.3% | +20.3% | -5.9% |
| YTD | -2.6% | -4.6% | +1.9% | -3.1% |
| 1Y | +9.8% | +39.4% | -29.6% | +7.3% |
| 3Y | +37.3% | +244.1% | -206.8% | +26.3% |
| 5Y | +116.4% | +16.8% | +99.7% | +105.4% |
| 10Y | +293.0% | +71.7% | +221.3% | +257.1% |
| All | +293.0% | +77.4% | +215.6% | +257.1% |
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