+67.6%
PCAR vs AIG
+37.6%
+30.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | -0.5% | -0.9% | +0.4% | -0.2% |
| 30D | -6.2% | -4.9% | -1.4% | -4.7% |
| 3M | +5.9% | +4.5% | +1.4% | +4.1% |
| 6M | +0.4% | -1.4% | +1.8% | +0.6% |
| YTD | +14.8% | -9.8% | +24.6% | +18.4% |
| 1Y | +30.1% | -4.5% | +34.6% | +30.4% |
| All | +67.6% | +37.6% | +30.0% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling