+359.1%
PCAR vs CAG
-36.5%
+395.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.3% | -1.5% |
| 7D | 0.0% | -5.3% | +5.3% | +1.1% |
| 30D | -7.7% | +1.0% | -8.7% | -8.0% |
| 3M | +3.7% | +17.4% | -13.7% | 0.0% |
| 6M | +2.3% | -16.8% | +19.1% | +5.9% |
| YTD | +12.8% | -6.8% | +19.6% | +13.7% |
| 1Y | +27.8% | -15.4% | +43.1% | +31.3% |
| 3Y | +61.8% | -37.1% | +98.9% | +75.7% |
| 5Y | +168.2% | -41.3% | +209.5% | +194.0% |
| 10Y | +359.1% | -35.5% | +394.5% | +391.0% |
| All | +359.1% | -36.5% | +395.6% | +391.0% |
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