+172.3%
PCAR vs SPG
+102.5%
+69.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.6% |
| 7D | -0.5% | -2.4% | +1.9% | +0.6% |
| 30D | -6.2% | -6.8% | +0.6% | -3.2% |
| 3M | +5.9% | +2.7% | +3.2% | +4.4% |
| 6M | +0.4% | +5.5% | -5.1% | -2.3% |
| YTD | +14.8% | +15.7% | -0.9% | +7.1% |
| 1Y | +30.1% | +20.9% | +9.2% | +18.8% |
| 3Y | +66.7% | +112.4% | -45.7% | +16.7% |
| All | +172.3% | +102.5% | +69.8% | +90.9% |
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