+9.7%
PCAR vs AG
+24.7%
-15.1%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.9% | +6.0% | +0.8% |
| 7D | +3.8% | +6.0% | -2.1% | +3.1% |
| 30D | -2.0% | -13.5% | +11.6% | -0.6% |
| 3M | -19.1% | -20.7% | +1.6% | -17.4% |
| 6M | -6.8% | -31.5% | +24.7% | -4.1% |
| YTD | -2.5% | -10.1% | +7.7% | -1.6% |
| 1Y | +9.7% | +26.0% | -16.4% | +10.1% |
| All | +9.7% | +24.7% | -15.1% | +10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling