-76.7%
PCG vs PCAR
+326.7%
-403.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.4% | 0.0% |
| 7D | -1.1% | +2.9% | -4.0% | -2.1% |
| 30D | +0.1% | -2.1% | +2.2% | +0.8% |
| 3M | -24.4% | -20.4% | -4.1% | -18.0% |
| 6M | -17.7% | -7.0% | -10.7% | -16.1% |
| YTD | -17.4% | -2.6% | -14.8% | -17.7% |
| 1Y | -19.4% | +9.8% | -29.1% | -23.5% |
| 3Y | -18.6% | +37.3% | -55.8% | -32.4% |
| 5Y | +10.2% | +116.4% | -106.2% | -27.2% |
| 10Y | -76.7% | +293.0% | -369.6% | -87.1% |
| All | -76.7% | +326.7% | -403.4% | -87.1% |
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