+172.3%
PCAR vs AG
+64.2%
+108.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.4% |
| 3M | +5.9% | +6.2% | -0.3% | +5.1% |
| 6M | +0.4% | -26.7% | +27.1% | +1.4% |
| YTD | +14.8% | +26.1% | -11.3% | +12.3% |
| 1Y | +30.1% | +131.7% | -101.6% | +22.6% |
| 3Y | +66.7% | +255.3% | -188.7% | +48.7% |
| All | +172.3% | +64.2% | +108.1% | +147.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling