+4,937.3%
PCAR vs SPYG
+530.1%
+4,407.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.7% | +1.0% | +1.3% |
| 7D | +2.9% | 0.0% | +2.9% | +2.7% |
| 30D | -2.1% | -8.4% | +6.3% | +5.2% |
| 3M | -20.4% | -6.2% | -14.1% | -16.3% |
| 6M | -7.0% | -1.8% | -5.2% | -6.6% |
| YTD | -2.6% | +8.4% | -11.0% | -10.8% |
| 1Y | +9.8% | +10.1% | -0.3% | -1.0% |
| 3Y | +37.3% | +94.9% | -57.7% | -28.5% |
| 5Y | +116.4% | +68.5% | +48.0% | +24.1% |
| 10Y | +293.0% | +392.2% | -99.3% | -25.3% |
| All | +4,937.3% | +530.1% | +4,407.2% | +341.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling