+168.2%
PCAR vs AGI
+390.0%
-221.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.7% |
| 7D | 0.0% | +4.4% | -4.3% | -0.3% |
| 30D | -7.7% | +10.0% | -17.7% | -8.4% |
| 3M | +3.7% | +1.7% | +2.0% | +3.4% |
| 6M | +2.3% | -26.8% | +29.1% | +3.7% |
| YTD | +12.8% | -5.3% | +18.1% | +13.0% |
| 1Y | +27.8% | +11.5% | +16.3% | +27.0% |
| 3Y | +61.8% | +212.9% | -151.1% | +48.2% |
| 5Y | +168.2% | +388.8% | -220.6% | +133.7% |
| All | +168.2% | +390.0% | -221.8% | +133.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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