+20.6%
PG vs PCAR
+36.3%
-15.7%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +4.1% | +3.5% | +0.6% | +3.7% |
| 30D | +12.3% | -2.3% | +14.5% | +12.5% |
| 3M | +15.9% | -19.3% | +35.3% | +18.3% |
| 6M | +16.8% | -7.1% | +23.9% | +17.5% |
| YTD | +21.1% | -2.8% | +23.9% | +21.3% |
| 1Y | +19.3% | +9.3% | +10.0% | +18.1% |
| 3Y | +20.6% | +33.5% | -12.9% | +14.3% |
| All | +20.6% | +36.3% | -15.7% | +14.3% |
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 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