+114.0%
PCAR vs SPG
+83.3%
+30.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.4% |
| 7D | +2.1% | +3.1% | -1.0% | +0.6% |
| 30D | -1.2% | +16.4% | -17.6% | -8.0% |
| 3M | -18.6% | +7.1% | -25.7% | -21.2% |
| 6M | -5.1% | +16.1% | -21.1% | -11.7% |
| YTD | -1.8% | +30.4% | -32.2% | -13.7% |
| 1Y | +10.6% | +33.0% | -22.3% | -3.6% |
| 3Y | +34.9% | +134.6% | -99.7% | -11.3% |
| 5Y | +114.0% | +84.9% | +29.1% | +51.5% |
| All | +114.0% | +83.3% | +30.7% | +51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling