+12,741.4%
PCAR vs AIG
-14.7%
+12,756.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.4% | -3.5% | -1.0% |
| 7D | +3.5% | +2.2% | +1.2% | +2.9% |
| 30D | -2.3% | +6.9% | -9.1% | -3.9% |
| 3M | -19.3% | +6.8% | -26.1% | -20.7% |
| 6M | -7.1% | +9.2% | -16.4% | -9.3% |
| YTD | -2.8% | -1.9% | -0.9% | -2.9% |
| 1Y | +9.3% | +9.7% | -0.4% | +6.2% |
| 3Y | +33.5% | +37.9% | -4.4% | +21.8% |
| 5Y | +112.6% | +56.8% | +55.8% | +86.7% |
| 10Y | +276.9% | +67.6% | +209.3% | +210.1% |
| All | +12,741.4% | -14.7% | +12,756.1% | +7,219.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling