+12.3%
CMG vs PCAR
+11.4%
+0.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.3% | -3.6% |
| 7D | -0.6% | +2.1% | -2.7% | -1.1% |
| 30D | +15.9% | -1.2% | +17.1% | +16.0% |
| 3M | +7.8% | -18.6% | +26.4% | +11.3% |
| 6M | +7.7% | -5.1% | +12.7% | +6.2% |
| YTD | -4.9% | -1.8% | -3.2% | -7.4% |
| 1Y | +12.3% | +10.6% | +1.7% | +3.2% |
| All | +12.3% | +11.4% | +0.9% | +3.2% |
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