+742.7%
PCAR vs AG
+445.6%
+297.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.9% |
| 3M | +5.9% | +6.2% | -0.3% | +4.7% |
| 6M | +0.4% | -26.7% | +27.1% | +2.3% |
| YTD | +14.8% | +26.1% | -11.3% | +10.5% |
| 1Y | +30.1% | +131.7% | -101.6% | +17.0% |
| 3Y | +66.7% | +255.3% | -188.7% | +38.5% |
| 5Y | +166.1% | +61.9% | +104.2% | +132.5% |
| 10Y | +353.7% | +72.0% | +281.6% | +254.6% |
| All | +742.7% | +445.6% | +297.1% | +252.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling