+338.6%
SPGI vs PCAR
+290.1%
+48.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.1% | -0.6% |
| 7D | -1.4% | +2.2% | -3.6% | -2.2% |
| 30D | +15.3% | +0.3% | +14.9% | +15.1% |
| 3M | +16.5% | -17.9% | +34.4% | +25.7% |
| 6M | +19.8% | -3.4% | +23.2% | +20.4% |
| YTD | -3.2% | -0.1% | -3.1% | -5.0% |
| 1Y | +1.8% | +13.4% | -11.6% | -5.5% |
| 3Y | +30.6% | +37.2% | -6.6% | +7.0% |
| 5Y | +16.0% | +117.3% | -101.3% | -25.6% |
| 10Y | +338.6% | +295.0% | +43.6% | +106.7% |
| All | +338.6% | +290.1% | +48.4% | +106.7% |
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