+4,006.0%
PG vs PCAR
+15,337.6%
-11,331.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +1.9% | -0.5% | +2.4% | +1.9% |
| 30D | -0.2% | -6.2% | +6.0% | +1.0% |
| 3M | +4.8% | +5.9% | -1.1% | +3.4% |
| 6M | -6.1% | +0.4% | -6.5% | -6.5% |
| YTD | +4.5% | +14.8% | -10.4% | +1.2% |
| 1Y | -5.3% | +30.1% | -35.4% | -10.7% |
| 3Y | +2.6% | +66.7% | -64.1% | -9.2% |
| 5Y | +15.6% | +166.1% | -150.5% | -7.7% |
| 10Y | +118.0% | +353.7% | -235.7% | +53.4% |
| All | +4,006.0% | +15,337.6% | -11,331.5% | +1,063.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling