+359.1%
PCAR vs PEG
+145.3%
+213.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.0% |
| 7D | 0.0% | +1.0% | -1.0% | -0.3% |
| 30D | -7.7% | -1.9% | -5.9% | -7.2% |
| 3M | +3.7% | -3.7% | +7.4% | +5.0% |
| 6M | +2.3% | -9.4% | +11.7% | +5.7% |
| YTD | +12.8% | -6.0% | +18.8% | +14.9% |
| 1Y | +27.8% | -4.4% | +32.1% | +29.1% |
| 3Y | +61.8% | +33.5% | +28.3% | +42.4% |
| 5Y | +168.2% | +35.7% | +132.5% | +132.2% |
| 10Y | +359.1% | +140.4% | +218.7% | +239.8% |
| All | +359.1% | +145.3% | +213.8% | +239.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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