+295.0%
PCAR vs SPYG
+400.9%
-105.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +1.3% |
| 7D | +2.2% | -1.5% | +3.7% | +3.1% |
| 30D | +0.3% | -7.2% | +7.5% | +5.0% |
| 3M | -17.9% | -4.6% | -13.3% | -15.7% |
| 6M | -3.4% | -1.2% | -2.2% | -3.3% |
| YTD | -0.1% | +9.3% | -9.4% | -6.7% |
| 1Y | +13.4% | +8.8% | +4.6% | +6.1% |
| 3Y | +37.2% | +93.3% | -56.1% | -15.0% |
| 5Y | +117.3% | +71.7% | +45.6% | +44.1% |
| 10Y | +295.0% | +399.8% | -104.8% | -7.2% |
| All | +295.0% | +400.9% | -105.9% | -7.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling