+359.1%
PCAR vs SGI
+261.3%
+97.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.7% |
| 7D | 0.0% | +9.3% | -9.2% | -2.0% |
| 30D | -7.7% | +6.9% | -14.6% | -9.2% |
| 3M | +3.7% | +2.8% | +0.9% | +2.7% |
| 6M | +2.3% | -12.6% | +14.9% | +4.7% |
| YTD | +12.8% | -21.5% | +34.3% | +18.0% |
| 1Y | +27.8% | -18.8% | +46.5% | +32.2% |
| 3Y | +61.8% | +60.8% | +1.0% | +42.7% |
| 5Y | +168.2% | +60.0% | +108.2% | +129.1% |
| 10Y | +359.1% | +267.8% | +91.2% | +193.1% |
| All | +359.1% | +261.3% | +97.7% | +193.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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