+31.8%
PCAR vs SPG
+124.5%
-92.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.8% |
| 7D | +0.1% | +4.9% | -4.8% | -2.1% |
| 30D | -4.6% | +15.6% | -20.2% | -10.9% |
| 3M | -22.6% | +4.1% | -26.6% | -24.1% |
| 6M | -12.0% | +13.6% | -25.5% | -17.4% |
| YTD | -6.1% | +27.5% | -33.6% | -16.7% |
| 1Y | +6.3% | +32.2% | -25.9% | -7.3% |
| 3Y | +31.8% | +126.0% | -94.2% | -11.8% |
| All | +31.8% | +124.5% | -92.8% | -11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling