+14,800.7%
PCAR vs PGR
+41,975.3%
-27,174.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | +0.1% | -1.0% |
| 7D | 0.0% | -2.6% | +2.6% | +1.1% |
| 30D | -7.7% | -0.2% | -7.5% | -7.8% |
| 3M | +3.7% | +7.4% | -3.7% | -0.2% |
| 6M | +2.3% | +2.1% | +0.2% | +0.1% |
| YTD | +12.8% | +0.5% | +12.3% | +10.8% |
| 1Y | +27.8% | -6.9% | +34.7% | +28.9% |
| 3Y | +61.8% | +73.2% | -11.4% | +23.1% |
| 5Y | +168.2% | +154.8% | +13.4% | +68.6% |
| 10Y | +359.1% | +786.4% | -427.3% | +62.7% |
| All | +14,800.7% | +41,975.3% | -27,174.6% | +1,680.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling