+9.5%
PCAR vs SGI
-26.9%
+36.3%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.3% | +0.4% | +2.6% |
| 7D | +2.9% | -0.2% | +3.1% | +2.9% |
| 30D | -2.1% | +6.6% | -8.7% | -4.3% |
| 3M | -20.4% | +1.8% | -22.2% | -21.2% |
| 6M | -7.0% | -3.9% | -3.1% | -6.5% |
| YTD | -2.6% | -25.2% | +22.6% | +5.6% |
| All | +9.5% | -26.9% | +36.3% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling