+359.1%
PCAR vs SPG
+61.5%
+297.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -2.9% | -2.1% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | -7.7% | -4.9% | -2.8% | -6.4% |
| 3M | +3.7% | +3.3% | +0.4% | +2.7% |
| 6M | +2.3% | +11.2% | -8.9% | -0.8% |
| YTD | +12.8% | +17.1% | -4.3% | +7.7% |
| 1Y | +27.8% | +21.6% | +6.2% | +20.7% |
| 3Y | +61.8% | +111.9% | -50.1% | +31.0% |
| 5Y | +168.2% | +106.9% | +61.3% | +116.1% |
| 10Y | +359.1% | +62.2% | +296.9% | +282.6% |
| All | +359.1% | +61.5% | +297.5% | +282.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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