+293.0%
PCAR vs SPG
+117.3%
+175.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +3.1% |
| 7D | +2.9% | +5.1% | -2.2% | +1.5% |
| 30D | -2.1% | +16.8% | -19.0% | -6.4% |
| 3M | -20.4% | +5.7% | -26.0% | -21.6% |
| 6M | -7.0% | +17.8% | -24.8% | -11.3% |
| YTD | -2.6% | +30.1% | -32.8% | -9.8% |
| 1Y | +9.8% | +32.8% | -23.0% | +1.1% |
| 3Y | +37.3% | +137.2% | -100.0% | +7.5% |
| 5Y | +116.4% | +81.5% | +35.0% | +78.8% |
| 10Y | +293.0% | +116.5% | +176.4% | +202.2% |
| All | +293.0% | +117.3% | +175.7% | +202.2% |
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