-77.6%
PCG vs PCAR
+296.2%
-373.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.1% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | +1.4% | -4.6% | +6.0% | +3.0% |
| 3M | -23.4% | -22.6% | -0.8% | -16.1% |
| 6M | -19.4% | -12.0% | -7.4% | -16.2% |
| YTD | -18.5% | -6.1% | -12.4% | -17.6% |
| 1Y | -19.5% | +6.3% | -25.9% | -22.7% |
| 3Y | -21.0% | +31.8% | -52.8% | -33.2% |
| 5Y | +13.7% | +104.2% | -90.4% | -22.8% |
| All | -77.6% | +296.2% | -373.9% | -86.4% |
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