+1,253.5%
PCAR vs SGI
+2,021.1%
-767.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | -0.9% |
| 7D | +2.2% | +5.3% | -3.2% | +0.8% |
| 30D | -4.4% | +8.2% | -12.6% | -6.4% |
| 3M | -21.4% | -2.2% | -19.2% | -21.3% |
| 6M | -7.3% | -8.4% | +1.1% | -6.0% |
| YTD | -3.8% | -23.4% | +19.7% | +1.8% |
| 1Y | +6.3% | -14.0% | +20.3% | +8.8% |
| 3Y | +34.4% | +78.8% | -44.4% | +12.6% |
| 5Y | +109.2% | +58.6% | +50.6% | +74.0% |
| 10Y | +312.9% | +427.8% | -115.0% | +119.4% |
| All | +1,253.5% | +2,021.1% | -767.6% | +234.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling