+12.2%
PCAR vs SPYG
+10.8%
+1.4%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.8% | +3.5% |
| 7D | +3.7% | -2.8% | +6.4% | +4.9% |
| 30D | -2.9% | -6.2% | +3.3% | -0.2% |
| 3M | -21.7% | -3.6% | -18.1% | -20.6% |
| 6M | -6.6% | +4.8% | -11.4% | -9.6% |
| YTD | -2.2% | +11.0% | -13.2% | -9.3% |
| 1Y | +12.2% | +11.2% | +1.0% | +4.2% |
| All | +12.2% | +10.8% | +1.4% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling