+287.1%
PCAR vs PPG
+53.9%
+233.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +4.9% | +0.7% | +4.2% | +4.6% |
| 30D | -1.4% | +17.6% | -19.0% | -9.8% |
| 3M | -18.1% | +7.5% | -25.6% | -21.5% |
| 6M | -4.0% | +17.6% | -21.6% | -12.7% |
| YTD | -1.5% | +22.6% | -24.0% | -13.0% |
| 1Y | +13.2% | +28.0% | -14.8% | -2.4% |
| 3Y | +35.8% | +1.8% | +34.0% | +30.5% |
| 5Y | +114.6% | -15.5% | +130.1% | +122.2% |
| All | +287.1% | +53.9% | +233.2% | +175.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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