-76.5%
PCG vs PCAR
+287.3%
-363.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.4% |
| 7D | -2.0% | +2.1% | -4.1% | -2.7% |
| 30D | -2.7% | -1.2% | -1.5% | -2.4% |
| 3M | -25.1% | -18.6% | -6.5% | -19.3% |
| 6M | -22.3% | -5.1% | -17.2% | -21.4% |
| YTD | -18.5% | -1.8% | -16.7% | -19.0% |
| 1Y | -21.8% | +10.6% | -32.5% | -26.1% |
| 3Y | -21.0% | +34.9% | -55.9% | -34.0% |
| 5Y | +8.1% | +114.0% | -105.9% | -28.5% |
| All | -76.5% | +287.3% | -363.8% | -87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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