+12.6%
PG vs PCAR
+165.3%
-152.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | -3.4% | -0.2% | -3.2% | -3.4% |
| 30D | -2.6% | -6.9% | +4.3% | -1.6% |
| 3M | -3.3% | +2.1% | -5.4% | -3.8% |
| 6M | -6.7% | +1.6% | -8.3% | -7.2% |
| YTD | +1.7% | +12.2% | -10.5% | -0.4% |
| 1Y | -7.9% | +28.0% | -36.0% | -11.8% |
| 3Y | +0.9% | +61.0% | -60.0% | -9.7% |
| 5Y | +12.6% | +163.9% | -151.3% | -13.3% |
| All | +12.6% | +165.3% | -152.7% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling