+70.4%
PCAR vs SGI
+54.7%
+15.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | 0.0% |
| 7D | -0.5% | +8.5% | -9.1% | -3.0% |
| 30D | -6.2% | +0.7% | -6.9% | -6.6% |
| 3M | +5.9% | +0.6% | +5.3% | +5.2% |
| 6M | +0.4% | -17.9% | +18.3% | +5.4% |
| YTD | +14.8% | -21.2% | +36.0% | +21.7% |
| 1Y | +30.1% | -18.9% | +49.0% | +36.4% |
| All | +70.4% | +54.7% | +15.8% | +46.6% |
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