+12,304.7%
PCAR vs CAG
+602.0%
+11,702.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -1.8% |
| 7D | +0.1% | +5.8% | -5.7% | -1.8% |
| 30D | -4.6% | +16.4% | -20.9% | -9.4% |
| 3M | -22.6% | +3.8% | -26.4% | -23.9% |
| 6M | -12.0% | +10.8% | -22.8% | -15.9% |
| YTD | -6.1% | -5.8% | -0.3% | -5.9% |
| 1Y | +6.3% | -2.4% | +8.7% | +5.3% |
| 3Y | +31.8% | -33.4% | +65.2% | +46.2% |
| 5Y | +104.2% | -39.4% | +143.6% | +131.1% |
| 10Y | +302.9% | -37.5% | +340.4% | +321.6% |
| All | +12,304.7% | +602.0% | +11,702.7% | +5,278.5% |
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