+14.4%
SGOV vs PCAR
+61.3%
-46.9%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | 0.0% | -1.6% | +1.6% | 0.0% |
| 30D | +0.3% | -6.4% | +6.7% | +0.3% |
| 3M | +0.9% | +4.7% | -3.7% | +0.9% |
| 6M | +1.8% | +4.5% | -2.7% | +1.8% |
| YTD | +2.5% | +13.0% | -10.5% | +2.5% |
| 1Y | +3.8% | +23.6% | -19.8% | +3.8% |
| 3Y | +14.4% | +60.7% | -46.4% | +14.4% |
| All | +14.4% | +61.3% | -46.9% | +14.4% |
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