+278.2%
PCAR vs AIG
+72.2%
+206.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.4% | -3.2% | -1.1% |
| 7D | +3.8% | +2.2% | +1.6% | +2.9% |
| 30D | -2.0% | +6.9% | -8.8% | -4.5% |
| 3M | -19.1% | +6.8% | -25.9% | -21.2% |
| 6M | -6.8% | +9.2% | -16.0% | -10.3% |
| YTD | -2.5% | -1.9% | -0.5% | -2.7% |
| 1Y | +9.7% | +9.7% | 0.0% | +4.6% |
| 3Y | +34.0% | +37.9% | -4.0% | +15.1% |
| 5Y | +113.3% | +56.8% | +56.5% | +71.2% |
| 10Y | +278.2% | +67.6% | +210.6% | +165.3% |
| All | +278.2% | +72.2% | +206.0% | +165.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 10y: compounded portfolio wealth divided by compounded AIG 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…
10y analysis · Full analysis span regression · 6 months rolling