+324.6%
CMG vs PCAR
+287.3%
+37.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.3% | -3.4% |
| 7D | -0.6% | +2.1% | -2.7% | -1.3% |
| 30D | +15.9% | -1.2% | +17.1% | +16.4% |
| 3M | +7.8% | -18.6% | +26.4% | +16.0% |
| 6M | +7.7% | -5.1% | +12.7% | +8.6% |
| YTD | -4.9% | -1.8% | -3.2% | -5.7% |
| 1Y | +12.3% | +10.6% | +1.7% | +6.4% |
| 3Y | -17.1% | +34.9% | -52.0% | -29.0% |
| 5Y | -5.6% | +114.0% | -119.6% | -34.1% |
| All | +324.6% | +287.3% | +37.2% | +127.5% |
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