-10.7%
CMG vs PCAR
+32.4%
-43.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -2.8% | -0.5% | -2.3% | -2.7% |
| 30D | +7.1% | -6.2% | +13.4% | +8.4% |
| 3M | +31.2% | +5.9% | +25.3% | +28.0% |
| 6M | +0.7% | +0.4% | +0.3% | 0.0% |
| YTD | -0.1% | +14.8% | -14.9% | -6.0% |
| 1Y | -10.7% | +30.1% | -40.8% | -21.2% |
| All | -10.7% | +32.4% | -43.1% | -21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling