+295.0%
PCAR vs SPG
+116.4%
+178.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | +2.2% | +2.7% | -0.5% | +1.4% |
| 30D | +0.3% | +16.6% | -16.2% | -4.0% |
| 3M | -17.9% | +8.1% | -26.0% | -19.8% |
| 6M | -3.4% | +19.3% | -22.7% | -8.3% |
| YTD | -0.1% | +31.1% | -31.2% | -7.7% |
| 1Y | +13.4% | +32.8% | -19.4% | +4.5% |
| 3Y | +37.2% | +135.8% | -98.6% | +7.7% |
| 5Y | +117.3% | +85.1% | +32.3% | +78.7% |
| 10Y | +295.0% | +115.9% | +179.0% | +204.7% |
| All | +295.0% | +116.4% | +178.6% | +204.7% |
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