+35.0%
PCAR vs SGI
+78.8%
-43.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | -0.7% |
| 7D | +2.2% | +5.3% | -3.2% | +0.5% |
| 30D | -4.4% | +8.2% | -12.6% | -6.8% |
| 3M | -21.4% | -2.2% | -19.2% | -21.2% |
| 6M | -7.3% | -8.4% | +1.1% | -5.7% |
| YTD | -3.8% | -23.4% | +19.7% | +2.8% |
| 1Y | +6.3% | -14.0% | +20.3% | +9.2% |
| All | +35.0% | +78.8% | -43.8% | +8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling