+285.9%
PCAR vs SPYG
+397.7%
-111.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.5% |
| 7D | +2.1% | +4.2% | -2.1% | -0.6% |
| 30D | -1.2% | -7.4% | +6.2% | +3.6% |
| 3M | -18.6% | -5.3% | -13.3% | -16.1% |
| 6M | -5.1% | -1.2% | -3.9% | -5.0% |
| YTD | -1.8% | +9.0% | -10.8% | -8.1% |
| 1Y | +10.6% | +8.8% | +1.8% | +3.5% |
| 3Y | +34.9% | +92.8% | -57.9% | -16.3% |
| 5Y | +114.0% | +69.3% | +44.7% | +43.4% |
| All | +285.9% | +397.7% | -111.8% | -11.1% |
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