-76.0%
PCG vs PCAR
+355.9%
-431.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.3% | +2.4% |
| 7D | -13.9% | -0.5% | -13.3% | -13.6% |
| 30D | -16.9% | -6.2% | -10.6% | -14.8% |
| 3M | -14.7% | +5.9% | -20.6% | -16.8% |
| 6M | -23.8% | +0.4% | -24.2% | -24.4% |
| YTD | -10.5% | +14.8% | -25.3% | -15.8% |
| 1Y | -5.1% | +30.1% | -35.2% | -15.2% |
| 3Y | -11.6% | +66.7% | -78.3% | -31.5% |
| 5Y | +59.0% | +166.1% | -107.1% | -2.1% |
| All | -76.0% | +355.9% | -431.9% | -87.3% |
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