-10.5%
PCG vs PCAR
+66.6%
-77.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.3% | +2.4% |
| 7D | -13.9% | -0.5% | -13.3% | -13.7% |
| 30D | -16.9% | -6.2% | -10.6% | -15.8% |
| 3M | -14.7% | +5.9% | -20.6% | -15.7% |
| 6M | -23.8% | +0.4% | -24.2% | -24.0% |
| YTD | -10.5% | +14.8% | -25.3% | -13.1% |
| 1Y | -5.1% | +30.1% | -35.2% | -10.2% |
| All | -10.5% | +66.6% | -77.1% | -26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling