+589.2%
PCAR vs AG
+294.5%
+294.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.8% | -4.2% | -2.6% |
| 7D | +0.1% | +6.3% | -6.2% | -0.5% |
| 30D | -4.6% | -8.9% | +4.4% | -3.8% |
| 3M | -22.6% | -12.2% | -10.4% | -21.9% |
| 6M | -12.0% | -28.3% | +16.3% | -10.0% |
| YTD | -6.1% | -8.8% | +2.7% | -7.0% |
| 1Y | +6.3% | +39.4% | -33.0% | +0.8% |
| 3Y | +31.8% | +229.4% | -197.6% | +10.3% |
| 5Y | +104.2% | +14.5% | +89.6% | +84.2% |
| 10Y | +302.9% | +82.7% | +220.2% | +209.8% |
| All | +589.2% | +294.5% | +294.7% | +196.6% |
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 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