+362.4%
PCAR vs PGR
+825.1%
-462.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | -0.1% |
| 7D | -1.6% | -0.6% | -1.0% | -1.4% |
| 30D | -6.4% | +4.9% | -11.3% | -7.8% |
| 3M | +4.7% | +7.6% | -3.0% | +1.6% |
| 6M | +4.5% | +8.3% | -3.8% | +0.9% |
| YTD | +13.0% | +1.7% | +11.3% | +11.2% |
| 1Y | +23.6% | -6.8% | +30.4% | +24.8% |
| 3Y | +60.7% | +73.4% | -12.7% | +27.1% |
| 5Y | +164.5% | +161.2% | +3.3% | +73.2% |
| All | +362.4% | +825.1% | -462.7% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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