+14,754.4%
SPGI vs PCAR
+12,836.9%
+1,917.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.4% | -1.4% |
| 7D | +2.6% | +2.2% | +0.4% | +1.8% |
| 30D | +19.3% | -4.4% | +23.7% | +21.1% |
| 3M | +15.5% | -21.4% | +36.9% | +25.1% |
| 6M | +18.3% | -7.3% | +25.7% | +20.6% |
| YTD | -3.8% | -3.8% | 0.0% | -3.7% |
| 1Y | +1.3% | +6.3% | -4.9% | -2.1% |
| 3Y | +33.6% | +34.4% | -0.8% | +16.6% |
| 5Y | +13.2% | +109.2% | -96.0% | -16.2% |
| 10Y | +346.3% | +312.9% | +33.4% | +158.0% |
| All | +14,754.4% | +12,836.9% | +1,917.5% | +3,899.4% |
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 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