-77.2%
PCG vs PCAR
+306.0%
-383.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.7% |
| 7D | 0.0% | +2.2% | -2.2% | -0.8% |
| 30D | +5.8% | -4.4% | +10.2% | +7.4% |
| 3M | -22.8% | -21.4% | -1.3% | -15.8% |
| 6M | -18.4% | -7.3% | -11.1% | -16.8% |
| YTD | -16.9% | -3.8% | -13.1% | -16.7% |
| 1Y | -17.6% | +6.3% | -23.9% | -20.8% |
| 3Y | -20.0% | +34.4% | -54.4% | -32.8% |
| 5Y | +16.0% | +109.2% | -93.2% | -21.9% |
| All | -77.2% | +306.0% | -383.2% | -86.3% |
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