+276.9%
PCAR vs CAG
-38.9%
+315.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | +3.5% | +6.6% | -3.2% | +2.1% |
| 30D | -2.3% | +13.9% | -16.2% | -5.1% |
| 3M | -19.3% | +4.0% | -23.4% | -20.2% |
| 6M | -7.1% | +10.0% | -17.1% | -9.5% |
| YTD | -2.8% | -6.1% | +3.3% | -2.3% |
| 1Y | +9.3% | -4.3% | +13.6% | +9.3% |
| 3Y | +33.5% | -34.6% | +68.1% | +44.1% |
| 5Y | +112.6% | -39.4% | +152.1% | +132.2% |
| 10Y | +276.9% | -34.2% | +311.1% | +340.4% |
| All | +276.9% | -38.9% | +315.8% | +340.4% |
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