+165.5%
PG vs PCAR
+287.3%
-121.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.6% |
| 7D | +0.6% | +2.1% | -1.5% | +0.1% |
| 30D | +10.5% | -1.2% | +11.7% | +10.8% |
| 3M | +17.4% | -18.6% | +36.0% | +22.6% |
| 6M | +18.4% | -5.1% | +23.5% | +19.2% |
| YTD | +20.7% | -1.8% | +22.4% | +20.2% |
| 1Y | +16.8% | +10.6% | +6.2% | +13.2% |
| 3Y | +20.1% | +34.9% | -14.8% | +8.2% |
| 5Y | +30.4% | +114.0% | -83.6% | +1.8% |
| All | +165.5% | +287.3% | -121.8% | +72.3% |
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