+12,760.8%
PCAR vs AIG
-17.5%
+12,778.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.3% | +3.1% |
| 7D | +2.9% | -3.4% | +6.3% | +3.8% |
| 30D | -2.1% | +3.4% | -5.5% | -2.9% |
| 3M | -20.4% | +1.7% | -22.1% | -20.7% |
| 6M | -7.0% | +5.7% | -12.6% | -8.4% |
| YTD | -2.6% | -5.1% | +2.5% | -1.9% |
| 1Y | +9.8% | +6.1% | +3.7% | +7.5% |
| 3Y | +37.3% | +35.5% | +1.8% | +25.9% |
| 5Y | +116.4% | +51.9% | +64.5% | +91.6% |
| 10Y | +293.0% | +68.2% | +224.8% | +223.3% |
| All | +12,760.8% | -17.5% | +12,778.3% | +7,292.9% |
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 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