+20.2%
SGOV vs PCAR
+211.5%
-191.3%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | +0.1% | -0.5% | +0.6% | +0.1% |
| 30D | +0.3% | -6.2% | +6.6% | +0.3% |
| 3M | +1.0% | +5.9% | -4.9% | +1.0% |
| 6M | +1.9% | +0.4% | +1.5% | +1.9% |
| YTD | +2.5% | +14.8% | -12.3% | +2.5% |
| 1Y | +3.8% | +30.1% | -26.3% | +3.8% |
| 3Y | +14.4% | +66.7% | -52.2% | +14.4% |
| 5Y | +20.1% | +166.1% | -146.0% | +20.1% |
| All | +20.2% | +211.5% | -191.3% | +20.2% |
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