+15,068.3%
PCAR vs CAG
+604.9%
+14,463.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.4% |
| 7D | -0.5% | -3.8% | +3.3% | +0.7% |
| 30D | -6.2% | +3.1% | -9.4% | -7.3% |
| 3M | +5.9% | +23.5% | -17.6% | -1.9% |
| 6M | +0.4% | -14.8% | +15.2% | +4.8% |
| YTD | +14.8% | -5.4% | +20.3% | +15.3% |
| 1Y | +30.1% | -11.8% | +41.9% | +33.4% |
| 3Y | +66.7% | -36.7% | +103.3% | +88.4% |
| 5Y | +166.1% | -40.3% | +206.4% | +203.5% |
| 10Y | +353.7% | -37.0% | +390.7% | +373.9% |
| All | +15,068.3% | +604.9% | +14,463.4% | +6,488.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling