+322.3%
CMG vs PCAR
+361.0%
-38.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.3% |
| 7D | -6.5% | -0.2% | -6.3% | -6.4% |
| 30D | +12.1% | -6.9% | +19.0% | +14.9% |
| 3M | +20.6% | +2.1% | +18.5% | +18.8% |
| 6M | +2.1% | +1.6% | +0.5% | +0.5% |
| YTD | -2.6% | +12.2% | -14.9% | -7.9% |
| 1Y | -8.7% | +28.0% | -36.7% | -18.1% |
| 3Y | -7.4% | +61.0% | -68.4% | -25.8% |
| 5Y | -5.7% | +163.9% | -169.6% | -39.1% |
| 10Y | +322.3% | +367.9% | -45.6% | +116.1% |
| All | +322.3% | +361.0% | -38.7% | +116.1% |
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