+163.9%
PCAR vs SPYG
+83.9%
+80.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -0.2% | +0.3% | -0.5% | -0.4% |
| 30D | -6.9% | -1.7% | -5.2% | -6.0% |
| 3M | +2.1% | +3.6% | -1.5% | 0.0% |
| 6M | +1.6% | +16.6% | -15.0% | -6.9% |
| YTD | +12.2% | +13.4% | -1.1% | +4.4% |
| 1Y | +28.0% | +19.6% | +8.5% | +15.4% |
| 3Y | +61.0% | +99.8% | -38.8% | +7.6% |
| 5Y | +163.9% | +85.0% | +79.0% | +71.6% |
| All | +163.9% | +83.9% | +80.0% | +71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling