+116.4%
PCAR vs AIG
+51.8%
+64.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.3% | +2.7% |
| 7D | +2.9% | -3.4% | +6.3% | +4.4% |
| 30D | -2.1% | +3.4% | -5.5% | -3.4% |
| 3M | -20.4% | +1.7% | -22.1% | -21.0% |
| 6M | -7.0% | +5.7% | -12.6% | -9.4% |
| YTD | -2.6% | -5.1% | +2.5% | -1.3% |
| 1Y | +9.8% | +6.1% | +3.7% | +5.8% |
| 3Y | +37.3% | +35.5% | +1.8% | +16.0% |
| 5Y | +116.4% | +51.9% | +64.5% | +67.9% |
| All | +116.4% | +51.8% | +64.6% | +67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling