+285.9%
PCAR vs CAG
-38.0%
+323.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.3% |
| 7D | +2.1% | -6.2% | +8.3% | +3.5% |
| 30D | -1.2% | +7.4% | -8.6% | -2.8% |
| 3M | -18.6% | -1.6% | -17.0% | -18.6% |
| 6M | -5.1% | +6.3% | -11.4% | -6.9% |
| YTD | -1.8% | -10.1% | +8.3% | -0.4% |
| 1Y | +10.6% | -10.2% | +20.9% | +12.2% |
| 3Y | +34.9% | -37.3% | +72.2% | +47.0% |
| 5Y | +114.0% | -41.6% | +155.6% | +135.5% |
| All | +285.9% | -38.0% | +323.9% | +343.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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