+34.0%
PCAR vs AG
+227.5%
-193.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.9% | +6.0% | +0.6% |
| 7D | +3.8% | +6.0% | -2.1% | +3.4% |
| 30D | -2.0% | -13.5% | +11.6% | -1.2% |
| 3M | -19.1% | -20.7% | +1.6% | -18.1% |
| 6M | -6.8% | -31.5% | +24.7% | -5.3% |
| YTD | -2.5% | -10.1% | +7.7% | -2.2% |
| 1Y | +9.7% | +26.0% | -16.4% | +8.6% |
| 3Y | +34.0% | +228.9% | -194.9% | +20.8% |
| All | +34.0% | +227.5% | -193.5% | +20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling