+116.1%
PG vs PCAR
+374.5%
-258.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -0.8% | -1.6% | +0.8% | -0.5% |
| 30D | +0.8% | -6.4% | +7.2% | +2.2% |
| 3M | -1.3% | +4.7% | -6.0% | -2.5% |
| 6M | -3.8% | +4.5% | -8.3% | -5.1% |
| YTD | +3.6% | +13.0% | -9.4% | +0.4% |
| 1Y | -5.7% | +23.6% | -29.3% | -10.7% |
| 3Y | +1.6% | +60.7% | -59.2% | -11.7% |
| 5Y | +14.6% | +164.5% | -149.9% | -14.2% |
| All | +116.1% | +374.5% | -258.3% | +45.6% |
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