+117.3%
PCAR vs AG
+4.5%
+112.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.6% | +2.5% |
| 7D | +2.2% | -4.0% | +6.2% | +2.5% |
| 30D | +0.3% | -13.1% | +13.4% | +1.1% |
| 3M | -17.9% | -22.0% | +4.1% | -16.8% |
| 6M | -3.4% | -37.3% | +33.9% | -1.2% |
| YTD | -0.1% | -11.2% | +11.1% | -0.2% |
| 1Y | +13.4% | +23.9% | -10.5% | +11.3% |
| 3Y | +37.2% | +225.1% | -187.9% | +23.2% |
| 5Y | +117.3% | +7.7% | +109.6% | +108.6% |
| All | +117.3% | +4.5% | +112.8% | +108.6% |
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