-4.4%
CMG vs PCAR
+101.4%
-105.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.3% | -1.9% |
| 7D | +8.0% | +0.1% | +7.9% | +8.0% |
| 30D | +11.9% | -4.6% | +16.5% | +13.7% |
| 3M | +2.1% | -22.6% | +24.7% | +11.2% |
| 6M | +5.2% | -12.0% | +17.1% | +8.6% |
| YTD | -6.9% | -6.1% | -0.9% | -6.5% |
| 1Y | +12.7% | +6.3% | +6.3% | +7.9% |
| 3Y | -16.8% | +31.8% | -48.6% | -29.5% |
| All | -4.4% | +101.4% | -105.8% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling