+163.9%
PCAR vs PPG
-20.0%
+183.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.7% |
| 7D | -0.2% | -3.7% | +3.5% | +1.7% |
| 30D | -6.9% | -7.2% | +0.3% | -3.3% |
| 3M | +2.1% | -7.3% | +9.4% | +5.8% |
| 6M | +1.6% | +0.3% | +1.3% | +0.6% |
| YTD | +12.2% | +6.5% | +5.7% | +7.3% |
| 1Y | +28.0% | +0.5% | +27.5% | +25.9% |
| 3Y | +61.0% | -15.3% | +76.3% | +69.7% |
| 5Y | +163.9% | -22.9% | +186.8% | +178.3% |
| All | +163.9% | -20.0% | +183.9% | +178.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling