+168.3%
PG vs PCAR
+288.5%
-120.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +1.0% |
| 7D | +2.7% | +4.9% | -2.3% | +1.6% |
| 30D | +9.2% | -1.4% | +10.6% | +9.5% |
| 3M | +18.5% | -18.1% | +36.6% | +23.6% |
| 6M | +21.1% | -4.0% | +25.1% | +21.6% |
| YTD | +21.9% | -1.5% | +23.4% | +21.4% |
| 1Y | +18.1% | +13.2% | +4.9% | +13.9% |
| 3Y | +20.6% | +35.8% | -15.2% | +8.5% |
| 5Y | +31.8% | +114.6% | -82.8% | +2.8% |
| All | +168.3% | +288.5% | -120.2% | +74.0% |
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