+13,845.6%
SPGI vs PCAR
+15,337.6%
-1,491.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.7% | -1.6% |
| 7D | +0.1% | -0.5% | +0.7% | +0.3% |
| 30D | +8.4% | -6.2% | +14.6% | +10.7% |
| 3M | +11.8% | +5.9% | +5.9% | +9.2% |
| 6M | +5.7% | +0.4% | +5.3% | +4.7% |
| YTD | -9.7% | +14.8% | -24.5% | -14.8% |
| 1Y | -12.5% | +30.1% | -42.6% | -21.1% |
| 3Y | +21.8% | +66.7% | -44.8% | -1.2% |
| 5Y | +8.2% | +166.1% | -157.9% | -26.2% |
| 10Y | +309.5% | +353.7% | -44.2% | +129.2% |
| All | +13,845.6% | +15,337.6% | -1,491.9% | +3,440.1% |
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 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