+331.8%
SPGI vs PCAR
+296.2%
+35.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | 0.0% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | +18.4% | -4.6% | +22.9% | +20.5% |
| 3M | +15.7% | -22.6% | +38.3% | +27.6% |
| 6M | +17.3% | -12.0% | +29.2% | +22.2% |
| YTD | -4.7% | -6.1% | +1.4% | -4.1% |
| 1Y | +1.8% | +6.3% | -4.5% | -3.0% |
| 3Y | +31.7% | +31.8% | -0.1% | +9.6% |
| 5Y | +12.1% | +104.2% | -92.1% | -26.1% |
| All | +331.8% | +296.2% | +35.6% | +112.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling