+3,812.5%
CMG vs PCAR
+841.4%
+2,971.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.3% | -1.7% |
| 7D | +8.0% | +0.1% | +7.9% | +8.0% |
| 30D | +11.9% | -4.6% | +16.5% | +14.1% |
| 3M | +2.1% | -22.6% | +24.7% | +13.5% |
| 6M | +5.2% | -12.0% | +17.1% | +9.7% |
| YTD | -6.9% | -6.1% | -0.9% | -5.9% |
| 1Y | +12.7% | +6.3% | +6.3% | +8.0% |
| 3Y | -16.8% | +31.8% | -48.6% | -29.1% |
| 5Y | -4.1% | +104.2% | -108.2% | -33.4% |
| 10Y | +364.7% | +302.9% | +61.8% | +127.2% |
| All | +3,812.5% | +841.4% | +2,971.1% | +1,081.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling